Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8898
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dc.contributor.authorChee, Pui Ling.en_US
dc.contributor.authorHuang, Hui Ling.en_US
dc.contributor.authorLim, Chon Wei.en_US
dc.date.accessioned2008-09-24T07:26:29Z-
dc.date.available2008-09-24T07:26:29Z-
dc.date.copyright2003en_US
dc.date.issued2003-
dc.identifier.urihttp://hdl.handle.net/10356/8898-
dc.description.abstractThe paper examines the economic feasibility of contrarian investment strategies in the China A-share markets. In addition, analyses the influence of volume- and size- information on the observed contrarian profits.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Management::Feasibility studies-
dc.titleOverreaction in the China stock market : does short-term contrarian trading strategy work?en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorLiu, Ming Huaen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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