Return-based short-term contrarian strategies in U.S. financial futures market : 1987-2002.

This paper investigates the profitability of multiple short-term contrarian strategies in the U.S. financial futures market.

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Bibliographic Details
Main Authors:	Chua, Chuin Hui., Heng, Shwu Jiun., Kwek, Lay Ling.
Other Authors:	Kang, Joseph Choong Seok
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Futures
Online Access:	http://hdl.handle.net/10356/8844
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Institution:	Nanyang Technological University

Description
Summary:	This paper investigates the profitability of multiple short-term contrarian strategies in the U.S. financial futures market.

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