Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market
碩士 === 國立中正大學 === 會計學研究所 === 93 === These papers examine the possibility of improving the performance of contraian strategy based on relative industrial index performance, trading volume, and foreign traders trading direction. Our result shows that our industrial refinement works specifically for...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/08211404581006847241 |
| id |
ndltd-TW-093CCU00385027 |
|---|---|
| record_format |
oai_dc |
| spelling |
ndltd-TW-093CCU003850272015-10-13T11:39:20Z http://ndltd.ncl.edu.tw/handle/08211404581006847241 Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market Kuan-Yu(Martin)Chen 陳冠余 碩士 國立中正大學 會計學研究所 93 These papers examine the possibility of improving the performance of contraian strategy based on relative industrial index performance, trading volume, and foreign traders trading direction. Our result shows that our industrial refinement works specifically for our winning stock in losing industry. With regard to trading volume, we find that winning stock with extreme volumes set also incur price reversal. Finally, we do not find a systematic pattern regarding to foreign traders trading direction with contrarian. 林岳喬 2004 學位論文 ; thesis 30 en_US |
| collection |
NDLTD |
| language |
en_US |
| format |
Others
|
| sources |
NDLTD |
| description |
碩士 === 國立中正大學 === 會計學研究所 === 93 === These papers examine the possibility of improving the performance of contraian strategy based on relative industrial index performance, trading volume, and foreign traders trading direction. Our result shows that our industrial refinement works specifically for our winning stock in losing industry. With regard to trading volume, we find that winning stock with extreme volumes set also incur price reversal. Finally, we do not find a systematic pattern regarding to foreign traders trading direction with contrarian.
|
| author2 |
林岳喬 |
| author_facet |
林岳喬 Kuan-Yu(Martin)Chen 陳冠余 |
| author |
Kuan-Yu(Martin)Chen 陳冠余 |
| spellingShingle |
Kuan-Yu(Martin)Chen 陳冠余 Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market |
| author_sort |
Kuan-Yu(Martin)Chen |
| title |
Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market |
| title_short |
Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market |
| title_full |
Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market |
| title_fullStr |
Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market |
| title_full_unstemmed |
Refinement of contrarian strategy Empirical study of Taiwan Stock Exchange Market |
| title_sort |
refinement of contrarian strategy empirical study of taiwan stock exchange market |
| publishDate |
2004 |
| url |
http://ndltd.ncl.edu.tw/handle/08211404581006847241 |
| work_keys_str_mv |
AT kuanyumartinchen refinementofcontrarianstrategyempiricalstudyoftaiwanstockexchangemarket AT chénguānyú refinementofcontrarianstrategyempiricalstudyoftaiwanstockexchangemarket |
| _version_ |
1716846330377142272 |