Return-based short-term contrarian strategies in U.S. financial futures market : 1987-2002.
Chua, Chuin Hui.
Heng, Shwu Jiun.
Kwek, Lay Ling.
Date of Issue2003
College of Business (Nanyang Business School)
This paper investigates the profitability of multiple short-term contrarian strategies in the U.S. financial futures market.
Final Year Project (FYP)
Nanyang Technological University