Overreaction in the China stock market : does short-term contrarian trading strategy work?
Chee, Pui Ling.
Huang, Hui Ling.
Lim, Chon Wei.
Date of Issue2003
College of Business (Nanyang Business School)
The paper examines the economic feasibility of contrarian investment strategies in the China A-share markets. In addition, analyses the influence of volume- and size- information on the observed contrarian profits.
Final Year Project (FYP)
Nanyang Technological University