An EVA approach to the contrarian strategy.
The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies.
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Format: | Thesis |
Language: | English |
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2008
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Online Access: | http://hdl.handle.net/10356/7534 |
_version_ | 1826118002872942592 |
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author | Loon, Yee Cheng. |
author2 | Shafiqur Rahman |
author_facet | Shafiqur Rahman Loon, Yee Cheng. |
author_sort | Loon, Yee Cheng. |
collection | NTU |
description | The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies. |
first_indexed | 2024-10-01T04:36:38Z |
format | Thesis |
id | ntu-10356/7534 |
institution | Nanyang Technological University |
language | English |
last_indexed | 2024-10-01T04:36:38Z |
publishDate | 2008 |
record_format | dspace |
spelling | ntu-10356/75342024-01-12T10:16:24Z An EVA approach to the contrarian strategy. Loon, Yee Cheng. Shafiqur Rahman Nanyang Business School DRNTU::Business::Finance::Investments::Wealth management The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies. Master of Business 2008-09-18T07:47:01Z 2008-09-18T07:47:01Z 2001 2001 Thesis http://hdl.handle.net/10356/7534 en Nanyang Technological University 50 p. application/pdf |
spellingShingle | DRNTU::Business::Finance::Investments::Wealth management Loon, Yee Cheng. An EVA approach to the contrarian strategy. |
title | An EVA approach to the contrarian strategy. |
title_full | An EVA approach to the contrarian strategy. |
title_fullStr | An EVA approach to the contrarian strategy. |
title_full_unstemmed | An EVA approach to the contrarian strategy. |
title_short | An EVA approach to the contrarian strategy. |
title_sort | eva approach to the contrarian strategy |
topic | DRNTU::Business::Finance::Investments::Wealth management |
url | http://hdl.handle.net/10356/7534 |
work_keys_str_mv | AT loonyeecheng anevaapproachtothecontrarianstrategy AT loonyeecheng evaapproachtothecontrarianstrategy |