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https://hdl.handle.net/10356/8720Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Koh, Loh Pin | en_US |
| dc.contributor.author | Alfian Mohamed Nor | en_US |
| dc.contributor.author | Lee, Wee Khek | en_US |
| dc.date.accessioned | 2008-09-24T07:24:16Z | |
| dc.date.available | 2008-09-24T07:24:16Z | |
| dc.date.copyright | 2003 | en_US |
| dc.date.issued | 2003 | |
| dc.identifier.uri | http://hdl.handle.net/10356/8720 | |
| dc.description.abstract | In this paper, we document return reversals and investigate short-term contrarian profitability in the US futures markets, on 4 segments consisting of 29 futures contracts. Our methodology closely follows the spirit behind the Lo and MacKinlay (1990) methodology that are used for contrarian strategies in equity market. | en_US |
| dc.rights | Nanyang Technological University | en_US |
| dc.subject | DRNTU::Business::Finance::Futures | |
| dc.title | Short-term return-based contrarian strategies in US future markets : 1987-2002 | en_US |
| dc.type | Final Year Project (FYP) | en_US |
| dc.contributor.supervisor | Kang, Joseph Choong Seok | en_US |
| dc.contributor.school | Nanyang Business School | en_US |
| item.grantfulltext | restricted | - |
| item.fulltext | With Fulltext | - |
| Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_1449.pdf Restricted Access | 478.05 kB | Adobe PDF | View/Open |
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