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The Contrarian Investment Strategy does not Work in Canadian Markets

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References

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1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
1980Bayes Rule as a Descriptive Model: The Representativeness Heuristic821 cited
1990Do Security Analysts Overreact685 cited
1988On the Contrarian Investment Strategy540 cited
1989Nonstationary expected returns475 cited
1978AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE439 cited
1990Size, Seasonality, and Stock Market Overreaction

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Cited by

1997The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings68 cited
2003Short-Term Overreaction in the Hong Kong Stock Market: Can a Contrarian Trading Strategy Beat the Market?60 cited
1997Long-term over-reaction in the UK stock market and size adjustments60 cited
1994On the computation of returns in tests of the stock market overreaction hypothesis59 cited
2000Overreaction in the Australian equity market: 1974–199752 cited
2003Dividend-Yield Strategies in the Canadian Stock Market52 cited
2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych42 cited
2016Are idiosyncratic volatility and MAX priced in the Canadian market?34 cited
2020Momentum effects in the cryptocurrency market after one-day abnormal returns33 cited
2017Short-Term Price Overreactions: Identification, Testing, Exploitation32 cited
2006Short‐term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?29 cited
1997Return reversals in the Tokyo Stock Exchange: A test of stock market overreaction29 cited
2020Overreaction effect: evidence from an emerging market (Shanghai stock market)25 cited
2009The death of the overreaction anomaly? A multifactor explanation of contrarian returns25 cited
2007Return‐based investment strategies in the New Zealand stock market: momentum wins21 cited
2003Profitability of the Short‐Run Contrarian Strategy in Canadian Stock Markets20 cited