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
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;
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
DOI :
10.1109/BCGIn.2011.70
