Profitability of short-term contrarian strategies: Implications for market efficiency

Journal of Business and Economic Statistics

Volumn 15, Issue 3, 1997, Pages 379-386

  Conrad, Jennifer ^a   Gultekin, Mustafa N ^a   Kaul, Gautam ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Bid ask effect; Serial correlation; Transactions costs

Indexed keywords

EID: 0031481785     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524715     Document Type: Article

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