Return-based short-term contrarian strategies in U.S. financial futures market : 1987-2002.

This paper investigates the profitability of multiple short-term contrarian strategies in the U.S. financial futures market.

Bibliographic Details
Main Authors:	Chua, Chuin Hui., Heng, Shwu Jiun., Kwek, Lay Ling.
Other Authors:	Kang, Joseph Choong Seok
Format:	Final Year Project (FYP)
Published:	2008
Subjects:	DRNTU::Business::Finance::Futures
Online Access:	http://hdl.handle.net/10356/8844

Internet

http://hdl.handle.net/10356/8844