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: | Yen-Chun Chen, 陳彥君 |
---|---|
Other Authors: | Jow-Ran Chang |
Format: | Others |
Language: | zh-TW |
Published: |
2008
|
Online Access: | http://ndltd.ncl.edu.tw/handle/31438350652658371247 |
Similar Items
-
Profitability of Momentum and Contrarian Strategies in Taiwan Index Futures Market
by: 張定喬
Published: (2012) -
Momentum and contrarian strategies in Eurozone futures markets
by: Giuseppe Torluccio, et al.
Published: (2013-06-01) -
The Investment Performance of Momentum Strategies and Contrarian Strategies in Taiwan Stock Market
by: Cheng-Yu Chen, et al.
Published: (2002) -
The Momentum and Contrarian Investment Strategies in Taiwan Stock Markets
by: Keng-Chih Hsu, et al.
Published: (2015) -
Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets
by: Enrique Benavides Rosales
Published: (2017-01-01)