Trading volume and short-horizon contrarian profits: Evidence from the Malaysian market

Authors: Hameed A.¹; Ting S.

Source: Pacific-Basin Finance Journal, Volume 8, Number 1, March 2000 , pp. 67-84(18)

Publisher: Elsevier

Keywords: Stock returns; Predictability; Trading volume; Contrarian strategy; Malaysian stock market; [JEL classification codes] G14; [JEL classification codes] G15

Language: English

Document Type: Research article

DOI: 10.1016/S0927-538X(99)00029-3

Affiliations: 1: aDepartment of Finance and Accounting, Faculty of Business Administration, National University of Singapore, Kent Ridge Crescent, Singapore, Singapore

Links for this article

http://www.ingentaconnect.com/els/0927538x/2000/00000008/00000001/art00029
http://openurl.ingenta.com/content?genre=article&issn=0927-538X&volume=8&issue=1&spage=67&epage=84
http://dx.doi.org/10.1016/S0927-538X(99)00029-3