Contrarian and Momentum Strategies in Shanghai and Shenzhen 300 Stocks

Hua Luo, Ningkun Li
{"title":"Contrarian and Momentum Strategies in Shanghai and Shenzhen 300 Stocks","authors":"Hua Luo, Ningkun Li","doi":"10.1109/BCGIN.2011.70","DOIUrl":null,"url":null,"abstract":"This article reports a study that analyzes financial data of Chinese's stock market in hushen300 during 2009 to 2010. The article aims to examine whether the contrarian or momentum investment strategies can bring abnormal returns, and the results suggest significantly momentum in hushen300 index. It is useful for the investors to grasp the characteristics of China's stock market and take effective strategies.","PeriodicalId":127523,"journal":{"name":"2011 International Conference on Business Computing and Global Informatization","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 International Conference on Business Computing and Global Informatization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/BCGIN.2011.70","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

Abstract

This article reports a study that analyzes financial data of Chinese's stock market in hushen300 during 2009 to 2010. The article aims to examine whether the contrarian or momentum investment strategies can bring abnormal returns, and the results suggest significantly momentum in hushen300 index. It is useful for the investors to grasp the characteristics of China's stock market and take effective strategies.
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
沪深300股的反向和动量策略
本文对2009 - 2010年沪深300中国股票市场的财务数据进行了分析研究。本文旨在检验反向投资策略和动量投资策略是否会带来异常收益,结果表明沪深300指数具有显著的动量。这有助于投资者把握中国股市的特点,采取有效的投资策略。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 去求助
来源期刊
自引率
0.00%
发文量
0
期刊最新文献
Hybrid Bisect K-Means Clustering Algorithm A Labeling Algorithm for the Earliest and Latest Time-Varying Maximum Flow Problems The Research on Motive Force of Urban Development Based on Informationization The Eddy Currents Calculation Based on the Least Square Algorithm for EAST A Passive Locating Algorithm for Motive Target Based on Modified Particle Filter Method
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1