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

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

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