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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Bibliographic Details
Main Authors: Chee, Pui Ling., Huang, Hui Ling., Lim, Chon Wei.
Other Authors: Liu, Ming Hua
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8898
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Institution: Nanyang Technological University
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spelling sg-ntu-dr.10356-88982023-05-19T03:30:05Z Overreaction in the China stock market : does short-term contrarian trading strategy work? Chee, Pui Ling. Huang, Hui Ling. Lim, Chon Wei. Liu, Ming Hua Nanyang Business School DRNTU::Business::Management::Feasibility studies 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. 2008-09-24T07:26:29Z 2008-09-24T07:26:29Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8898 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Management::Feasibility studies
spellingShingle DRNTU::Business::Management::Feasibility studies
Chee, Pui Ling.
Huang, Hui Ling.
Lim, Chon Wei.
Overreaction in the China stock market : does short-term contrarian trading strategy work?
description 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.
author2 Liu, Ming Hua
author_facet Liu, Ming Hua
Chee, Pui Ling.
Huang, Hui Ling.
Lim, Chon Wei.
format Final Year Project
author Chee, Pui Ling.
Huang, Hui Ling.
Lim, Chon Wei.
author_sort Chee, Pui Ling.
title Overreaction in the China stock market : does short-term contrarian trading strategy work?
title_short Overreaction in the China stock market : does short-term contrarian trading strategy work?
title_full Overreaction in the China stock market : does short-term contrarian trading strategy work?
title_fullStr Overreaction in the China stock market : does short-term contrarian trading strategy work?
title_full_unstemmed Overreaction in the China stock market : does short-term contrarian trading strategy work?
title_sort overreaction in the china stock market : does short-term contrarian trading strategy work?
publishDate 2008
url http://hdl.handle.net/10356/8898
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