APPLICABILITY OF CONTRARIAN INVESTMENT STRATEGIES IN SMALL CAPITALIZATION MARKETS: EVIDENCE FROM NASDAQ OMX VILNIUS

This study reviews previous research on the contrarian investment strategy as first analyzed by De Bondt and Thaler (1985), and aims at deepening and complementing the existing research on the subject. The paper analyses the results of applying the strategy to NASDAQ OMX Vilnius stocks over the peri...

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Bibliographic Details
Main Authors: Arvydas Paškevičius, Rūta Mickevičiūtė
Format: Article
Language:English
Published: Vilnius University Press 2011-01-01
Series:Ekonomika
Online Access:https://www.journals.vu.lt/ekonomika/article/view/953