Sources of contrarian profits in the Japanese stock market-Reference-Cited by-同舟云学术

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Sources of contrarian profits in the Japanese stock market

Published:2007-06 Issue:3 Volume:14 Page:261-286
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Chou Pin-Huang,Wei K.C. John,Chung Huimin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. Contrarian Strategies and Cross-autocorrelations in Stock Returns: Evidence from France;Bacmann,1998

2. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

3. Problems in measuring portfolio performance: an application to contrarian investment strategies;Ball;Journal of Financial Economics,1995

4. On contrarian investment strategy;Chan;Journal of Business,1988

5. Fundamentals and stock returns in Japan;Chan;Journal of Finance,1991

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3. Comparing competing factor and characteristics models: Evidence in Japan;Pacific-Basin Finance Journal;2023-12

4. Investment risk-taking and benefit adequacy under automatic balancing mechanism in the Japanese public pension system;Humanities and Social Sciences Communications;2023-08-10

5. Evolution of short-term contrarian profits;Studies in Economics and Finance;2023-07-04

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