The winner-loser effect in Japanese stock returns

Japan and the World Economy

Volumn 16, Issue 4, 2004, Pages 471-485

  Iihara, Yoshio ^a   Kato, Hideaki Kiyoshi ^b,d   Tokunaga, Toshifumi ^c  

^a Toyo University   (Japan)

^b UNIVERSITY OF TSUKUBA   (Japan)

^c NANZAN UNIVERSITY   (Japan)

^d KOBE UNIVERSITY   (Japan)

Author keywords

Contrarian; Momentum; Predictability

Indexed keywords

EID: 22944470053     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.japwor.2003.06.001     Document Type: Article

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