Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7595
Title: Contrarian and momentum in Chinese stock markets.
Authors: Ni, Xiaoyan.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2001
Abstract: This thesis has investigated the stock return patterns in Chinese stock markets by testing whether momentum or contrarian exists in short and intermediate time horizon. Using sample stocks from Shanghai Stock Exchange and Shenzhen Stock Exchange we find that both short-term contrarian and intermediate-term momentum profits can be observed.
URI: http://hdl.handle.net/10356/7595
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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