Add to ORKGIn this paper, we document return reversals and investigate short-term contrarian profitability in the US futures markets, on 4 segments consisting of 29 futures contracts. Our methodology closely follows the spirit behind the Lo and MacKinlay (1990) methodology that are used for contrarian strategies in equity market
We test the hypothesis that strategies which are long on portfolios of looser stocks and short on po...
The stock return reversal effect (also known as the contrarian anomaly) and the stock return continu...
International audienceAcknowledging a gap in the literature, the study performs an investigation on ...
In this thesis, we document return reversals and investigate profitability of contrarian strategies ...
In this paper, we document short-term return reversal patterns in international interest rate future...
This is a study of the profitability of short-term returned basesd contrarian {F,H} strategy in the ...
In this paper, we document return reversals and investigate contrarian profits in the context of int...
In this paper we investigate short-term contrarian investment strategies in the Australian stock mar...
This paper documents evidence of reversals in the long-term returns of international equity markets....
We document further evidence of the potential profitability of short-term contrarian investment stra...
This paper provides evidence on short-term contrarian profits and their sources for the London Stock...
International audienceThis paper provides evidence on short-term contrarian profits and their source...
International audienceContrarian trading is a form of active portfolio management that seeks to prof...
In this paper we investigate short-term contrarian investment strategies in the Australian stock mar...
We test the hypothesis that strategies which are long on portfolios of looser stocks and short on po...
The stock return reversal effect (also known as the contrarian anomaly) and the stock return continu...
International audienceAcknowledging a gap in the literature, the study performs an investigation on ...
In this thesis, we document return reversals and investigate profitability of contrarian strategies ...
In this paper, we document short-term return reversal patterns in international interest rate future...
This is a study of the profitability of short-term returned basesd contrarian {F,H} strategy in the ...
In this paper, we document return reversals and investigate contrarian profits in the context of int...
In this paper we investigate short-term contrarian investment strategies in the Australian stock mar...
This paper documents evidence of reversals in the long-term returns of international equity markets....
We document further evidence of the potential profitability of short-term contrarian investment stra...
This paper provides evidence on short-term contrarian profits and their sources for the London Stock...
International audienceThis paper provides evidence on short-term contrarian profits and their source...
International audienceContrarian trading is a form of active portfolio management that seeks to prof...
In this paper we investigate short-term contrarian investment strategies in the Australian stock mar...
We test the hypothesis that strategies which are long on portfolios of looser stocks and short on po...
The stock return reversal effect (also known as the contrarian anomaly) and the stock return continu...
International audienceAcknowledging a gap in the literature, the study performs an investigation on ...