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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2008
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| Subjects: | |
| 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 |