Search Results

An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach

Authors: Asgharian, Hossein; Hansson, Bjorn

Source: Applied Economics Letters, Volume 16, Number 6, April 2009 , pp. 625-628(4)

Publisher: Routledge, part of the Taylor & Francis Group

Risk-Adjusted Long-Term Contrarian Profits: Evidence from Non-S&P 500 High-Volume Stocks

Authors: Wongchoti, Udomsak; Pyun, Chong Soo

Source: The Financial Review, Volume 40, Number 3, August 2005 , pp. 335-359(25)

Publisher: Blackwell Publishing

Real estate portfolio construction and estimation risk

Authors: Lee, Stephen; Stevenson, Simon

Source: Journal of Property Investment and Finance, Volume 23, Number 3, 2005 , pp. 234-253(20)

Publisher: Emerald Group Publishing Limited

Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach

Authors: Nam K.; Pyun C.S.; Arize A.C.

Source: Journal of Empirical Finance, Volume 9, Number 5, December 2002 , pp. 563-588(26)

Publisher: Elsevier

Does the Momentum Strategy Work Universally? Evidence from the Japanese Stock Market

Authors: Liu C.; Lee Y.

Source: Financial Engineering and the Japanese Markets, Volume 8, Number 4, December 2001 , pp. 321-339(19)

Publisher: Springer

The reliability of the book-to-market ratio as a risk proxy

Author: Trecartin R.R.

Source: Financial Services Review, Volume 9, Number 4, Winter 2001 , pp. 361-373(13)

Publisher: Elsevier

Overreaction in the Australian equity market: 1974-1997

Author: Gaunt C.

Source: Pacific-Basin Finance Journal, Volume 8, Number 3, July 2000 , pp. 375-398(24)

Publisher: Elsevier

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

Authors: Hameed A.; Ting S.

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

Publisher: Elsevier

Is Stock Market Overreaction Persistent Over Time?

Authors: Chen, Carl R.; Sauer, David A.

Source: Journal of Business Finance & Accounting, Volume 24, Number 1, January 1997 , pp. 51-66(16)

Publisher: Blackwell Publishing

The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk

Authors: Allen D. E.; Prince R.

Source: Applied Economics Letters, Volume 2, Number 8, 1 August 1995 , pp. 280-283(4)

Publisher: Routledge, part of the Taylor & Francis Group

Problems in measuring portfolio performance An application to contrarian investment strategies

Authors: Ball R.; Kothari S.P.; Shanken J.

Source: Journal of Financial Economics, Volume 38, Number 1, May 1995 , pp. 79-107(29)

Publisher: Elsevier

When are contrarian profits due to stock market overreaction?

Authors: Lo, AW; MacKinlay, AC

Source: Review of Financial Studies, Volume 3, Number 2, 1990 , pp. 175-205(31)

Publisher: Oxford University Press