The authors are grateful to Michael Moore and Donald McKillop for their helpful comments. We also thank two anonymous referees and Robert Van Ness (editor) for their constructive comments, which significantly improved the paper. Hamill gratefully acknowledges financial support from the University of Ulster's accounting and financial services strategic research fund.
Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?
Version of Record online: 6 JUL 2012
© 2012, The Eastern Finance Association
Volume 47, Issue 3, pages 501–530, August 2012
How to Cite
Wu, Y., Li, Y. and Hamill, P. (2012), Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?. Financial Review, 47: 501–530. doi: 10.1111/j.1540-6288.2012.00338.x
- Issue online: 6 JUL 2012
- Version of Record online: 6 JUL 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!