DocumentCode
3064513
Title
Contrarian and Momentum Strategies in Shanghai and Shenzhen 300 Stocks
Author
Luo, Hua ; Li, Ning
Author_Institution
Coll. of Sci., Zhejiang Sci-Tech Univ., Hangzhou, China
fYear
2011
fDate
29-31 July 2011
Firstpage
247
Lastpage
250
Abstract
This article reports a study that analyzes financial data of Chinese´s stock market in hushen300 during 2009 to 2010. The article aims to examine whether the contrarian or momentum investment strategies can bring abnormal returns, and the results suggest significantly momentum in hushen300 index. It is useful for the investors to grasp the characteristics of China´s stock market and take effective strategies.
Keywords
investment; stock markets; Chinese stock market; Shanghai stock market; Shenzhen 300 stock market; contrarian investment strategy; hushen300 index; momentum investment strategy; Finance; Indexes; Investments; Portfolios; Security; Stock markets; abnormal returns; contrarian; hushen300 index; momentum;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Computing and Global Informatization (BCGIN), 2011 International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-4577-0788-9
Electronic_ISBN
978-0-7695-4464-9
Type
conf
DOI
10.1109/BCGIn.2011.70
Filename
6003867
Link To Document