An Analysis of Global Contrarian Strategies:Evidence from Large-Scale Individual Stocks
碩士 === 國立中央大學 === 財務金融研究所 === 94 === Abstract Using global data, this study investigates the performance of contrarian strategies for various ranking and holding horizons ranging from one month to three years. In contrast to previous findings, we find the contrarian strategies are substantially pr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53594541809759138203 |