Overreaction in the China stock market : does short-term contrarian trading strategy work?
The paper examines the economic feasibility of contrarian investment strategies in the China A-share markets. In addition, analyses the influence of volume- and size- information on the observed contrarian profits.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8898 |
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| Institution: | Nanyang Technological University |
| Summary: | The paper examines the economic feasibility of contrarian investment strategies in the China A-share markets. In addition, analyses the influence of volume- and size- information on the observed contrarian profits. |
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