Size, seasonality, market states and contrarian profits

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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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Bibliographic Details
Main Authors:	Kew, Si-Roei, Tee, Lain-Tze
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2018
Online Access:	http://journalarticle.ukm.my/20175/ http://journalarticle.ukm.my/20175/1/19039-136011-1-PB.pdf

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