Essays about: "contrarian"

Showing result 1 - 5 of 24 essays containing the word contrarian.

1. 1. Momentum Strategies in Commodity Futures Market: A Quantitative study

   University essay from Umeå universitet/Företagsekonomi

   Author : Jino Badinson; Alfred Gunnarsson; [2023]
   Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

   Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE

3. 2. Mapping the Terrain and Avoiding the Minefield: identifying the antagonistic constructions and socio-emotional motives of climate change contrarianism in the United States

   University essay from Lunds universitet/LUCSUS

   Author : Ida Britta Petrelius; [2021]
   Keywords : Sustainability science; climate change contrarianism; antagonism; polarization; counter-narrative; Social Sciences;

   Abstract : Since climate change reached public attention in the US, contrarian platforms have successfully established a counter-narrative to plant an illusion of deep controversy around the reality of climate change, effectively reproduced in conservative media. Despite growing scientific knowledge, a trend of enhanced, rather than decreasing, affiliation to contrarianism is paradoxically evident in the US. READ MORE

4. 3. Price Shocks and Investor Irrationality

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Fredrika Bruu; Emma Åkerstén; [2020]
   Keywords : Overreactions; Underreactions; Stock Market Reactions; Price Shocks; Contrarian Strategy;

   Abstract : This paper replicates the research conducted by Benou and Richie (2003) on overreactions among investors to news or events causing large price changes to occur in the stock market. While the original study focuses solely on large price decreases among well-established firms listed in the S&P 100 index on the U.S. READ MORE

5. 4. The Effects of Equal Weighting and Rebalancing on Portfolio Performance

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Magdalena Stefanovska; [2020]
   Keywords : Equal weighting; rebalancing; Swedish stock market; equity portfolio; contrarian; idiosyncratic risk; four-factor model; Business and Economics;

   Abstract : This study compares the performance of equal- and value-weighted portfolios using a broad investment universe consisting of the stocks from the Swedish stock market. While implementing random sampling in the portfolio construction procedure, three rebalancing schemes are applied on the equally weighted portfolio in order to observe differences in performance among these. READ MORE

6. 5. The Relationship between Herding and Skill – A Study of the Swedish Mutual Fund Industry

   University essay from Göteborgs universitet/Graduate School

   Author : Birger Johansson Hansson; Yasmin Montvik; [2019-07-02]
   Keywords : ;

   Abstract : The aim of the present thesis is to examine the presence of herding behavior among Swedish fund managers. It is further investigated whether herding is a sign of sophistication, or strictly a behavioral phenomenon. Strong evidence of small levels of fund herding on the Swedish mutual fund market is found. READ MORE