Intraday Contrarian Investment Strategy
博士 === 元智大學 === 管理研究所 === 98 === In this paper we explore the profitability of intraday contrarian strategies using NYSE stocks. The results find that buying those loser stocks and selling those winner stocks in the morning session could yield significant returns from holding the positions during th...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/66480752316302445229 |