CONTRARIAN INVESTMENT STRATEGIES WORK BETTER FOR DUALLY-TRADED STOCKS: EVIDENCE FROM HONG KONG

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RAMIAH V.; CHENG K.Y.; ORRIOLS J.

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Journal Paper

Paper Information

Journal: PACIFIC BASIN FINANCE JOURNAL Year:2011 | Volume:19 | Issue:- Page(s): 140-156

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Information Journal Paper

Title

CONTRARIAN INVESTMENT STRATEGIES WORK BETTER FOR DUALLY-TRADED STOCKS: EVIDENCE FROM HONG KONG

Author(s)

RAMIAH V. | CHENG K.Y. | ORRIOLS J. | Issue Writer Certificate

Keywords

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Abstract

Cites

TESTING CONTRA TRADE STRATEGY, IN FORMING THE PORTFOLIO IN TEHRAN STOCK EXCHANGE

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APA: Copy

RAMIAH, V., CHENG, K.Y., & ORRIOLS, J.. (2011). CONTRARIAN INVESTMENT STRATEGIES WORK BETTER FOR DUALLY-TRADED STOCKS: EVIDENCE FROM HONG KONG. PACIFIC BASIN FINANCE JOURNAL, 19(-), 140-156. SID. https://sid.ir/paper/613882/en

Vancouver: Copy

RAMIAH V., CHENG K.Y., ORRIOLS J.. CONTRARIAN INVESTMENT STRATEGIES WORK BETTER FOR DUALLY-TRADED STOCKS: EVIDENCE FROM HONG KONG. PACIFIC BASIN FINANCE JOURNAL[Internet]. 2011;19(-):140-156. Available from: https://sid.ir/paper/613882/en

IEEE: Copy

V. RAMIAH, K.Y. CHENG, and J. ORRIOLS, “CONTRARIAN INVESTMENT STRATEGIES WORK BETTER FOR DUALLY-TRADED STOCKS: EVIDENCE FROM HONG KONG,” PACIFIC BASIN FINANCE JOURNAL, vol. 19, no. -, pp. 140–156, 2011, [Online]. Available: https://sid.ir/paper/613882/en

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