Short-horizon contrarian strategy in China market : the role of trading volume and firm size
Date of Issue2003
College of Business (Nanyang Business School)
As an emerging market, China has raised tremendous interests among practitioners and academics around the world. By examining the stock return predictability in China's stock market, this research attempts to find out some trading rules in China's security market and see whether such patterns are consistent with those found in other stock markets.
Nanyang Technological University