Essays about: "Short-term contrarian strategy"

Found 3 essays containing the words Short-term contrarian strategy.

  1. 1. Sector Neutral Contrarian Strategies: - A study of short-term contrarian strategies in the Dow Jones STOXX 600

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Christoffer Geijer; Christofer Nordlander; [2009]
    Keywords : Short-term contrarian strategy; price reversals; industry effect;

    Abstract : This paper studies short-term contrarian strategies in the Dow Jones STOXX 600 between 1993 and 2008 taking on a sector neutral approach. The contribution to the literature is two folded. First, we investigate short-term contrarian strategies on an index covering 18 European countries. READ MORE

  3. 2. Volatility Based Sentiment Indicators for Timing the Markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fabio Antonio Cacia; Rossen Tzvetkov; [2008]
    Keywords : GARCH; volatility; sentiment; VIX; market timing signals; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : VIX, published by the Chicago Board Options Exchange, is a well known implied volatility estimator. In this paper we assess its capability to be used as a sentiment indicator, and to give signals for a short term investment strategy. READ MORE

  4. 3. A short-term contrarian strategy in the Swedish Stock Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gustav Aspegren; Henrik Kahm; [2006]
    Keywords : overreaction; reversal; contrarian strategy; De Bondt and Thaler; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : One of the most important topics in financial literature is the Efficient Market Hypothesis (EMH). Recent financial research has questioned this hypothesis, and many authors have reached the conclusion that a contrarian strategy creates abnormal positive returns. In other words a strategy profiting buying losers and selling winners. READ MORE