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: | Chee, Pui Ling., Huang, Hui Ling., Lim, Chon Wei. |
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Other Authors: | Liu, Ming Hua |
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 |
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