Short-horizon Contrarian and Momentum Strategies in Asian Markets: An Integrated Analysis

Short-horizon Contrarian and Momentum Strategies in Asian Markets: An Integrated Analysis

In this paper, we test the profitability of short-term contrarian and momentum strategies, which take into account the effects of trading activity, size/value characteristics, and asymmetric investor responses to news regarding stock markets in Japan, Taiwan, Korea, Hong Kong, Malaysia, Thailand, an...

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Bibliographic Details
Main Authors: McInish, Thomas H., Ding, David K., PYUN, Chong Soo, Wongchoti, Udomsak
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
Subjects:
Trading strategies
Trading activities
Profitability
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3592
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4591/viewcontent/Short_horizon_contrarian_2008_av.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/3592
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4591/viewcontent/Short_horizon_contrarian_2008_av.pdf

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