Short-term contrarian profits and the disposition effect
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DOI: 10.1016/j.frl.2021.102380
Abstract: Abstract This article investigates the role of the disposition effect — the tendency of investors to sell stocks with paper gains early but hold stocks with paper losses for longer — in driving stock price… read more here.
Keywords: disposition effect; short term; term contrarian; contrarian profits ... See more keywords
Presence and Sources of Contrarian Profits in the Bangladesh Stock Market
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DOI: 10.1177/0972150918803992
Abstract: This article, using weekly data for the period 2002 through 2013, investigates the presence of both contrarian and momentum profits and their sources in the Bangladesh stock market. It follows the methodology of Lo and… read more here.
Keywords: methodology; presence; market; contrarian profits ... See more keywords