CONTRARIAN INVESTMENT STRATEGY: AN EMPIRICAL TEST BASED ON DATA ENVELOPMENT ANALYSIS

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BADRI AHMAD; ESKINI SOBHAN

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Journal: JOURNAL OF ACCOUNTING KNOWLEDGE Year:2012 | Volume:3 | Issue:10 Page(s): 137-156

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Title

CONTRARIAN INVESTMENT STRATEGY: AN EMPIRICAL TEST BASED ON DATA ENVELOPMENT ANALYSIS

Author(s)

BADRI AHMAD | ESKINI SOBHAN | Issue Writer Certificate

Keywords

OVERREACTIONQ3

CONTRARIAN INVESTMENT STRATEGYQ2

MISS PRICINGQ2

DATA ENVELOPMENT ANALYSISQ2

Abstract

Studies on profitability of CONTRARIAN INVESTMENT STRATEGY in the Iranian stock market can be classified in two classes: 1) researches based on historical returns, and 2) researches based on fundamental variables. This study, using DATA ENVELOPMENT ANALYSIS (DEA), provides the possibility that historical return variable and fundamental variables can be used simultaneously. We used portfolio study methodology, regarding three two-year periods in the Tehran stock exchange during 1385-1388 (Iranian Calendar). We found that the CONTRARIAN INVESTMENT STRATEGY may obtain excess returns over all.

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APA: Copy

BADRI, AHMAD, & ESKINI, SOBHAN. (2012). CONTRARIAN INVESTMENT STRATEGY: AN EMPIRICAL TEST BASED ON DATA ENVELOPMENT ANALYSIS. JOURNAL OF ACCOUNTING KNOWLEDGE, 3(10), 137-156. SID. https://sid.ir/paper/163392/en

Vancouver: Copy

BADRI AHMAD, ESKINI SOBHAN. CONTRARIAN INVESTMENT STRATEGY: AN EMPIRICAL TEST BASED ON DATA ENVELOPMENT ANALYSIS. JOURNAL OF ACCOUNTING KNOWLEDGE[Internet]. 2012;3(10):137-156. Available from: https://sid.ir/paper/163392/en

IEEE: Copy

AHMAD BADRI, and SOBHAN ESKINI, “CONTRARIAN INVESTMENT STRATEGY: AN EMPIRICAL TEST BASED ON DATA ENVELOPMENT ANALYSIS,” JOURNAL OF ACCOUNTING KNOWLEDGE, vol. 3, no. 10, pp. 137–156, 2012, [Online]. Available: https://sid.ir/paper/163392/en

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