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

  1. Rosita P. Chang*,
  2. D.W. McLeavey,
  3. S. Ghon Rhee

Article first published online: 7 DEC 2006

DOI: 10.1111/j.1468-5957.1995.tb00892.x

Issue

Journal of Business Finance & Accounting

Journal of Business Finance & Accounting

Volume 22, Issue 7, pages 1035–1048, October 1995

Additional Information

How to Cite

Chang, R. P., McLeavey, D. and Rhee, S. G. (1995), SHORT-TERM ABNORMAL RETURNS OF THE CONTRARIAN STRATEGY IN THE JAPANESE STOCK MARKET. Journal of Business Finance & Accounting, 22: 1035–1048. doi: 10.1111/j.1468-5957.1995.tb00892.x

Author Information

  1. The authors are Professors of Finance at the University of Rhode Island. They would like to thank the participants of the Fourth Annual PACAP Finance Conference held in Hong Kong in June 1992 and the Financial Management Association Meetings held in Toronto, Canada in October 1993 for their comments. In particular, they are grateful to Robert Conroy, John Howe, and Katrina F. Sherrerd for their valuable inputs on an earlier version of this paper. They have also benefitted from numerous suggestions from the anonymous referee and the editor in revising this paper.

*Address for correspondence: Rosita P. Chang, Professor of Finance, Department of Finance & Insurance, College of Business Administration, The University of Rhode Island, Kingston, RI 02881–0802, USA.

Publication History

  1. Issue published online: 7 DEC 2006
  2. Article first published online: 7 DEC 2006
  3. (Paper received October 1993, revised and accepted April 1994

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