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There are 2996007 results for: content related to: Winner-Loser Reversals in National Stock Market Indices: Can They be Explained?

  1. Profitability of the Short-Run Contrarian Strategy in Canadian Stock Markets

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 20, Issue 4, December 2003, Pages: 311–319, Kodjovi Assoe and Oumar Sy

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.2003.tb00707.x

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

    Financial Review

    Volume 40, Issue 3, August 2005, Pages: 335–359, Udomsak Wongchoti and Chong Soo Pyun

    Article first published online : 19 JUL 2005, DOI: 10.1111/j.1540-6288.2005.00105.x

  3. Long-Term Return Reversals: Overreaction or Taxes?

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2865–2896, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01295.x

  4. Order Imbalance and Daily Momentum Investing: Evidence from Taiwan

    Financial Review

    Volume 47, Issue 4, November 2012, Pages: 697–718, Chiao-Yi Chang

    Article first published online : 13 SEP 2012, DOI: 10.1111/j.1540-6288.2012.00343.x

  5. Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange

    International Review of Finance

    Volume 7, Issue 1-2, March/June 2007, Pages: 61–87, RECEP BILDIK and GÜZHAN GÜLAY

    Article first published online : 14 JAN 2008, DOI: 10.1111/j.1468-2443.2007.00068.x

  6. A THEOLOGIAN'S TYPOLOGY FOR SCIENCE AND RELIGION

    Zygon®

    Volume 46, Issue 1, March 2011, Pages: 84–104, David J. Zehnder

    Article first published online : 22 FEB 2011, DOI: 10.1111/j.1467-9744.2010.01159.x

  7. REVISITING THE EFFICIENT MARKET HYPOTHESIS FOR AFRICAN COUNTRIES: PANEL SURKSS TEST WITH A FOURIER FUNCTION

    South African Journal of Economics

    Volume 80, Issue 3, September 2012, Pages: 287–300, DONGXIANG ZHANG, TSUI-CHIH WU, TSANGYAO CHANG and CHIA-HAO LEE

    Article first published online : 10 SEP 2012, DOI: 10.1111/j.1813-6982.2011.01314.x

  8. The 52-Week High and Momentum Investing

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2145–2176, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00695.x

  9. Improved Inference in Regression with Overlapping Observations

    Journal of Business Finance & Accounting

    Volume 38, Issue 5-6, June/July 2011, Pages: 657–683, Mark Britten-Jones, Anthony Neuberger and Ingmar Nolte

    Article first published online : 24 MAY 2011, DOI: 10.1111/j.1468-5957.2011.02244.x

  10. A TEST FOR THE WINNER-LOSER ANOMALY IN THE AUSTRALIAN EQUITY MARKET: 1958–87

    Journal of Business Finance & Accounting

    Volume 19, Issue 2, January 1992, Pages: 225–241, Tim Brailsford

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1992.tb00621.x

  11. Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 501–530, Yuliang Wu, Youwei Li and Philip Hamill

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00338.x

  12. Further Evidence On Investor Overreaction and Stock Market Seasonality

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 557–581, WERNER F. M. De BONDT and RICHARD H. THALER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04569.x

  13. Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?

    Journal of Business Finance & Accounting

    Volume 33, Issue 5-6, June/July 2006, Pages: 839–867, Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou

    Article first published online : 27 APR 2006, DOI: 10.1111/j.1468-5957.2006.00003.x

  14. You have free access to this content
    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  15. A guide to using event study methods in multi-country settings

    Strategic Management Journal

    Volume 25, Issue 7, July 2004, Pages: 655–668, Namgyoo K. Park

    Article first published online : 20 MAY 2004, DOI: 10.1002/smj.399

  16. Does size matter? Assessment and fighting in small and large size-matched pairs of adult male convict cichlids

    Journal of Fish Biology

    Volume 64, Issue 5, May 2004, Pages: 1339–1350, J. K. Leiser, J. L. Gagliardi and M. Itzkowitz

    Article first published online : 27 APR 2004, DOI: 10.1111/j.0022-1112.2004.00399.x

  17. You have free access to this content
    An examination of momentum strategies in commodity futures markets

    Journal of Futures Markets

    Volume 27, Issue 3, March 2007, Pages: 227–256, Qian Shen, Andrew C. Szakmary and Subhash C. Sharma

    Article first published online : 17 JAN 2007, DOI: 10.1002/fut.20252

  18. Comparing Different Economic Linkages Among Commodity Futures

    Journal of Business Finance & Accounting

    Volume 37, Issue 9-10, November/December 2010, Pages: 1348–1389, Michael T. Chng

    Article first published online : 23 DEC 2010, DOI: 10.1111/j.1468-5957.2010.02221.x

  19. Contrarian and Momentum Strategies in the Spanish Stock Market

    European Financial Management

    Volume 9, Issue 1, March 2003, Pages: 67–88, Carlos Forner and Joaquín Marhuenda

    Article first published online : 14 MAR 2003, DOI: 10.1111/1468-036X.00208

  20. The Cross Section of Expected REIT Returns

    Real Estate Economics

    Volume 31, Issue 3, September 2003, Pages: 451–479, Andy C. W. Chui, 1 Sheridan Titman and 2 K. C. John Wei 3

    Article first published online : 12 AUG 2003, DOI: 10.1111/1540-6229.00073