Search Results

Profiting from a contrarian application of technical trading rules in the US stock market

Authors: Balsara, Nauzer; Chen, Jason; Zheng, Lin

Source: Journal of Asset Management, Volume 10, Number 2, June 2009 , pp. 97-123(27)

Publisher: Palgrave Macmillan

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

Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange

Authors: BILDIK, RECEP; GÜLAY, GÜZHAN

Source: International Review of Finance, Volume 7, Numbers 1-2, March/June 2007 , pp. 61-87(27)

Publisher: Blackwell Publishing

Investment information content in Bollinger Bands?

Authors: Lento, C.; Gradojevic, N.; Wright, C. S.

Source: Applied Financial Economics Letters, Volume 3, Number 4, July 2007 , pp. 263-267(5)

Publisher: Routledge, part of the Taylor & Francis Group

Contrarian Real Estate Investment in Some Asia Pacific Cities

Authors: Addae-Dapaah, Kwame; Hin, Kim; Ho, David; Chua, Yong Hua

Source: Journal of Property Research, Volume 24, Number 2, June 2007 , pp. 159-190(32)

Publisher: Routledge, part of the Taylor & Francis Group

Price bubbles of new technology IPOs

Authors: Noravesh, I.; Heidari, M.

Source: Review of Accounting and Finance, Volume 6, Number 2, 2007 , pp. 176-194(19)

Publisher: Emerald Group Publishing Limited

Liquidity and Autocorrelations in Individual Stock Returns

Authors: AVRAMOV, DORON; CHORDIA, TARUN; GOYAL, AMIT

Source: The Journal of Finance, Volume 61, Number 5, October 2006 , pp. 2365-2394(30)

Publisher: Blackwell Publishing

A test of US equity market reaction to surprises in an era of high trading volume

Authors: Ajayi, Richard A.; Mehdian, Seyed; Perry, Mark J.

Source: Applied Financial Economics, Volume 16, Number 6, 15 March 2006 , pp. 461-469(9)

Publisher: Routledge, part of the Taylor & Francis Group

Momentum profits following bull and bear markets

Authors: Siganos, Antonios; Chelley-Steeley, Patricia

Source: Journal of Asset Management, Volume 6, Number 5, 1 January 2006 , pp. 381-388(8)

Publisher: Palgrave Macmillan

How Investors Trade Around Interim Earnings Announcements

Authors: Vieru, Markku; Perttunen, Jukka; Schadewitz, Hannu

Source: Journal of Business Finance & Accounting, Volume 33, Numbers 1-2, January/March 2006 , pp. 145-178(34)

Publisher: Blackwell Publishing

The use of trading strategies by fund managers: some first survey evidence

Authors: Menkhoff, Lukas; Schmidt, Ulrich

Source: Applied Economics, Volume 37, Number 15, 20 August 2005 , pp. 1719-1730(12)

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

Technology and economic development: the case of Taiwan

Author: Haider Khan

Source: Journal of Contemporary China, Volume 13, Number 40, August 2004 , pp. 507-521(15)

Publisher: Routledge, part of the Taylor & Francis Group

Contrarian and Momentum Strategies in the Spanish Stock Market

Authors: Forner C.; Marhuenda J.

Source: European Financial Management, Volume 9, Number 1, March 2003 , pp. 67-88(22)

Publisher: Blackwell Publishing

Traders' Long-Run Wealth in an Artificial Financial Market

Authors: Raberto M.; Cincotti S.; Focardi S.M.; Marchesi M.

Source: Computational Economics, Volume 22, Numbers 2-3, October 2003 , pp. 255-272(18)

Publisher: Springer

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

The information spillover between stock returns and institutional investors' trading behavior in Taiwan

Author: Yang J.J.W.

Source: International Review of Financial Analysis, Volume 11, Number 4, 2002 , pp. 533-547(15)

Publisher: Elsevier

KLSE Long Run Overreaction and the Chinese New-Year Effect

Authors: Ahmad, Zamri; Hussain, Simon

Source: Journal of Business Finance & Accounting, Volume 28, Numbers 1-2, January/March 2001 , pp. 63-105(43)

Publisher: Blackwell Publishing

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