Sources of contrarian profits in the Japanese stock market

Journal of Empirical Finance

Volumn 14, Issue 3, 2007, Pages 261-286

  Chou, Pin Huang ^a   Wei, K C John ^b   Chung, Huimin ^c  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^c NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Autocorrelation; Contrarian strategy; Cross autocorrelation; Investment horizon; Lead lag effect; Momentum strategy

Indexed keywords

EID: 34247267828     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2006.07.003     Document Type: Article

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