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Short-term contrarian investing—is it profitable? … Yes and No
16 references·3 citing·34 second hop
Short-term contrarian investing—is it profitable? … Yes and No (2003)Short-term contrarian investing—is it pro…Trading Volume and Cross‐Autocorrelations in Stock Returns (2000)Trading Volume and Cross‐Auto…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Long-Term Market Overreaction or Biases in Computed Returns? (1993)Long-Term Market Overreaction…Investment Analysis and the Adjustment of Stock Prices to Common Information (1993)Investment Analysis and the A…Measuring abnormal performance (1992)Measuring abnormal performanceWhen Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Nonstationary expected returns (1989)Nonstationary expected returnsStock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…On the Contrarian Investment Strategy (1988)On the Contrarian Investment …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The Random Character of Stock Market Prices (1968)The Random Character of Stock…Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? (2014)Daily volume, intraday and ov…STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA (2011)STOCK MARKET OVERREACTION AND…Momentum and contrarian strategies in international stock markets: Further evidence (2005)Momentum and contrarian strat…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Why Does Stock Market Volatility Change Over Time? (1989)Noise Trader Risk in Financial Markets (1990)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Behavior of Stock-Market Prices (1965)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Noise Trader Approach to Finance (1990)Do Industries Explain Momentum? (1999)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Optimal rules for ordering uncertain prospects (1975)Hyperbolic Distributions in Finance (1995)Fractional calculus and continuous-time finance (2000)Investor Sentiment and the Cross‐Section of Stock Returns (2006)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 1992Measuring abnormal performance840 cited
  • 2000Trading Volume and Cross‐Autocorrelations in Stock Returns721 cited
  • 1993Investment Analysis and the Adjustment of Stock Prices to Common Information640 cited
  • 1988On the Contrarian Investment Strategy540 cited
  • 1993Long-Term Market Overreaction or Biases in Computed Returns?488 cited
  • 1989

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Nonstationary expected returns
475 cited

Cited by

  • 2005Momentum and contrarian strategies in international stock markets: Further evidence33 cited
  • 2011STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA29 cited
  • 2014Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?22 cited