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There are 17571 results for: content related to: Profitability of the Short-Run Contrarian Strategy in Canadian Stock Markets

  1. The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis

    International Review of Finance

    Volume 15, Issue 1, March 2015, Pages: 1–26, Tafadzwa Mugwagwa, Vikash Ramiah and Imad Moosa

    Version of Record online : 8 JAN 2015, DOI: 10.1111/irfi.12042

  2. 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

    Version of Record online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00338.x

  3. 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

    Version of Record online : 19 JUL 2005, DOI: 10.1111/j.1540-6288.2005.00105.x

  4. Herding and Contrarian Behavior in Financial Markets

    Econometrica

    Volume 79, Issue 4, July 2011, Pages: 973–1026, Andreas Park and Hamid Sabourian

    Version of Record online : 1 JUL 2011, DOI: 10.3982/ECTA8602

  5. Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange

    European Financial Management

    Volume 11, Issue 1, January 2005, Pages: 71–98, Antonios Antoniou, a Emilios C. Galariotis and a Spyros I. Spyrou b

    Version of Record online : 12 JAN 2005, DOI: 10.1111/j.1354-7798.2005.00276.x

  6. Contrarian Investing in a Small Capitalization Market: Evidence from New Zealand

    Financial Review

    Volume 37, Issue 3, August 2002, Pages: 421–446, Jim Y. F. Chin, Andrew K. Prevost and Aron A. Gottesman

    Version of Record online : 7 JAN 2003, DOI: 10.1111/1540-6288.00022

  7. 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

    Version of Record online : 14 MAR 2003, DOI: 10.1111/1468-036X.00208

  8. A Glimpse Behind a Closed Door: The Long-Term Investment Value of Buy-Side Research and Its Effect on Fund Trades and Performance

    Journal of Accounting Research

    Volume 52, Issue 3, June 2014, Pages: 775–815, MICHAEL REBELLO and KELSEY D. WEI

    Version of Record online : 8 MAR 2014, DOI: 10.1111/1475-679X.12042

  9. More than Just Contrarians: Insider Trading in Glamour and Value Firms

    European Financial Management

    Volume 19, Issue 4, September 2013, Pages: 747–774, Alan Gregory, Rajesh Tharyan and Ian Tonks

    Version of Record online : 6 JUN 2011, DOI: 10.1111/j.1468-036X.2011.00608.x

  10. SHORT-TERM ABNORMAL RETURNS OF THE CONTRARIAN STRATEGY IN THE JAPANESE STOCK MARKET

    Journal of Business Finance & Accounting

    Volume 22, Issue 7, October 1995, Pages: 1035–1048, Rosita P. Chang, D.W. McLeavey and S. Ghon Rhee

    Version of Record online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1995.tb00892.x

  11. The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 399–425, Robin K. Chou, George H. K. Wang and Yun-Yi Wang

    Version of Record online : 6 APR 2014, DOI: 10.1002/fut.21665

  12. Do Analyst Stock Recommendations Piggyback on Recent Corporate News? An Analysis of Regular-Hour and After-Hours Revisions

    Journal of Accounting Research

    Volume 53, Issue 4, September 2015, Pages: 821–861, EDWARD XUEJUN LI, K. RAMESH, MIN SHEN and JOANNA SHUANG WU

    Version of Record online : 18 JUN 2015, DOI: 10.1111/1475-679X.12083

  13. A THEOLOGIAN'S TYPOLOGY FOR SCIENCE AND RELIGION

    Zygon®

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

    Version of Record online : 22 FEB 2011, DOI: 10.1111/j.1467-9744.2010.01159.x

  14. PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH

    Journal of Financial Research

    Volume 23, Issue 3, Fall 2000, Pages: 261–284, Bing Liang

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00743.x

  15. Bucking the Trend: The Informativeness of Analyst Contrarian Recommendations

    Financial Management

    Volume 43, Issue 2, Summer 2014, Pages: 391–414, Daniel Bradley, Xi Liu and Christos Pantzalis

    Version of Record online : 21 APR 2014, DOI: 10.1111/fima.12037

  16. ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?

    Journal of Financial Research

    Volume 35, Issue 2, Summer 2012, Pages: 261–287, Binh Do and Robert Faff

    Version of Record online : 1 JUN 2012, DOI: 10.1111/j.1475-6803.2012.01317.x

  17. Do Stock Market Investors Overreact?

    Journal of Business Finance & Accounting

    Volume 24, Issue 1, January 1997, Pages: 27–50, Gishan Dissanaike

    Version of Record online : 4 MAR 2003, DOI: 10.1111/1468-5957.00093

  18. HERD BEHAVIOR IN FINANCIAL MARKETS: AN EXPERIMENT WITH FINANCIAL MARKET PROFESSIONALS

    Journal of the European Economic Association

    Volume 7, Issue 1, March 2009, Pages: 206–233, Marco Cipriani and Antonio Guarino

    Version of Record online : 13 DEC 2010, DOI: 10.1162/JEEA.2009.7.1.206

  19. Momentum investing and the asset allocation decision

    Accounting & Finance

    Volume 47, Issue 4, December 2007, Pages: 571–598, Karen L. Benson, David R. Gallagher and Patrick Teodorowski

    Version of Record online : 7 DEC 2007, DOI: 10.1111/j.1467-629X.2007.00227.x

  20. Opinion dynamics with the contrarian deterministic effect and human mobility on lattice

    Complexity

    Volume 20, Issue 5, May/June 2015, Pages: 43–49, Long Guo, Yongjin Cheng and Zhongjie Luo

    Version of Record online : 13 MAR 2014, DOI: 10.1002/cplx.21518