Momentum and Contrarian strategies in index futures markets
碩士 === 國立清華大學 === 科技管理研究所 === 96 === The article tests for the performance of momentum and contrarian strategies in index futures contracts. The momentum strategies buy the index futures that outperformed in the recent past, sell the index futures that underperformance. On the contrary, the contrari...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31438350652658371247 |