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...
Main Authors: | , |
---|---|
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 |