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

• Main Authors: Chua, Chuin Hui., Heng, Shwu Jiun., Kwek, Lay Ling.
• 其他作者: Kang, Joseph Choong Seok
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Futures
• 在線閱讀: http://hdl.handle.net/10356/8844

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