Profitability of Contrarian Strategies in the Chinese Stock Market.
This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange covering the period from January 1997 to December 2012. We find evidence of short-term and...
Na minha lista:
| Principais autores: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science (PLoS)
2015-01-01
|
| coleção: | PLoS ONE |
| Acesso em linha: | http://europepmc.org/articles/PMC4569377?pdf=render |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|