MOMENTUM AND CONTRARIAN STRATEGIES EVIDENCE IN VIETNAM STOCK MARKET

This study mainly investigates the investment performance of momentum strategy and contrarian strategy in Vietnam stock market from January 2007 to March 2011 by using the empirical methodology in Jegadeesh and Titman (1993). The empirical results show that during the period January, 2007 to March,...

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Bibliographic Details
Main Authors: Nguyễn Thị Phương Thảo, Nguyễn Văn Anh
Format: Article
Language:English
Published: Dalat University 2012-11-01
Series:Tạp chí Khoa học Đại học Đà Lạt
Subjects:
Online Access:https://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/221