The Performance and Cause of Contrarian Strategy With the Information of Foreign Investments' Overbuy and Oversell
碩士 === 輔仁大學 === 金融研究所 === 94 === Since De Bondt & Thaler (1985) found negative autocorrelation of stock price, past loser(winner) may be considered as getting good (poor) performance when stock price reverses. Thus, we can get abnormal return by buying past loser and selling past winner at the s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45841247200588080795 |