1# Library to Find Best eBook for Read
Author : Dongming Han
Release : 2013
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Evaluating the Profitability of Contrarian Vs. Momentum Strategies in China's Stock Market by : Dongming Han
Download or read book Evaluating the Profitability of Contrarian Vs. Momentum Strategies in China's Stock Market written by Dongming Han. This book was released on 2013. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Recep Bildik
Release : 2002
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Profitability of Contrarian vs Momentum Strategies by : Recep Bildik
Download or read book Profitability of Contrarian vs Momentum Strategies written by Recep Bildik. This book was released on 2002. Available in PDF, EPUB and Kindle. Book excerpt: Financial academics and p ...
Author : Hung Wan Kot
Release : 2009
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Can Contrarian Strategies Improve Momentum Profits by : Hung Wan Kot
Download or read book Can Contrarian Strategies Improve Momentum Profits written by Hung Wan Kot. This book was released on 2009. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates whether investors can exploit the contrarian cycle to improve the profitability of momentum strategies. We conjecture that the momentum strategies implemented in the early stage of price reversal (MSES) are more profitable than those implemented in the late stage of price reversal (MSLS). Our empirical results show that while MSES records significant positive returns, the profits from MSLS are not significant. There is a continuation of momentum profits in MSES up to 60 months, but not in MSLS. The overall evidence indicates that we can improve the profits of momentum strategies if we also consider past long-term performance.
Author : Supriya Maheshwari
Release : 2016
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Momentum and Contrarian Profitability by : Supriya Maheshwari
Download or read book Momentum and Contrarian Profitability written by Supriya Maheshwari. This book was released on 2016. Available in PDF, EPUB and Kindle. Book excerpt: The study explored the effectiveness of momentum and long-term contrarian strategy in the Indian stock market using data from National Stock Exchange (NSE). The study further examined the similarities and difference in momentum and long-term contrarian profitability using multiple return computation method. The results from the study provide support in favor of both momentum and long-term contrarian strategy in the Indian stock market. The strong momentum and contrarian profits in the Indian stock market are not explained by biases and errors in return computation method as argued in International literature. Such results provide support in favor of momentum and long-term contrarian profitability in the Indian stock market. Earlier studies in the Indian context were primarily focused on testing momentum and contrarian profitability. The study enhances the current literature by empirically showing that such mispricing in the Indian stock market is not an outcome of faulty methodology.
Author : David Dreman
Release : 2012-01-10
Genre : Business & Economics
Kind : eBook
Book Rating : 962/5 ( reviews)
Book Synopsis Contrarian Investment Strategies by : David Dreman
Download or read book Contrarian Investment Strategies written by David Dreman. This book was released on 2012-01-10. Available in PDF, EPUB and Kindle. Book excerpt: Introduces important new findings in psychology to demonstrate why most investment strategies are flawed, outlining atypical strategies designed to prevent over- and under-valuations while crash-proofing a portfolio.
