Size, seasonality, market states and contrarian profits
The study investigates the profitability of contrarian and momentum strategies for short, intermediate and long investment horizons in the Malaysian stock market from 1990-2016. Unlike developed markets, the findings reveal that momentum strategies do not generate profits in Malaysia. Rather, contra...
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| Main Authors: | , |
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| Format: | Article |
| Language: | en |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2018
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| Online Access: | http://journalarticle.ukm.my/20175/1/19039-136011-1-PB.pdf http://journalarticle.ukm.my/20175/ https://ejournal.ukm.my/pengurusan/issue/view/1093 |
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