Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks

This paper approaches the opportunities for contrarian and momentum profits during the periods of high trading volume preceded by stock prices shocks. We investigate these aspects for ten stocks from New York Stock Exchange. We found that more than three quarters of the periods of high trading volum...

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Bibliographic Details
Main Authors: Razvan Stefanescu, Ramona Dumitriu
Format: Article
Language:English
Published: Dunarea de Jos University of Galati 2016-07-01
Series:Risk in Contemporary Economy
Online Access:http://www.rce.feaa.ugal.ro/images/stories/RCE2016/StefanescuDumitriu.pdf