Short-term contrarian strategies in the London Stock Exchange: Are they profitable? Which factors affect them?
(2006)
Journal Article
Antoniou, A., Galariotis, E., & Spyrou, S. (2006). Short-term contrarian strategies in the London Stock Exchange: Are they profitable? Which factors affect them?. Journal of Business Finance and Accounting, 33(5-6), 839-867. https://doi.org/10.1111/j.1468-5957.2006.00003.x
This paper provides evidence on short-term contrarian profits and their sources for the London Stock Exchange. Profits are decomposed to sources due to factors derived from the Fama and French (1996) three-factor model. For the empirical testing, siz... Read More about Short-term contrarian strategies in the London Stock Exchange: Are they profitable? Which factors affect them?.