On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis

Journal of Empirical Finance

Volumn 16, Issue 5, 2009, Pages 734-744

  Kim, Hyeongwoo ^a  

^a AUBURN UNIVERSITY   (United States)

Author keywords

Cross section dependence; Median unbiased estimator; Nonparametric grid bootstrap; Stock index price deviation

Indexed keywords

EID: 70349843509     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.06.005     Document Type: Article

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