Profitability of short-term contrarian strategies : implications for market efficiency
Year of publication: |
1997
|
---|---|
Authors: | Conrad, Jennifer S. |
Other Persons: | Gültekin, Mustafa N. (contributor) ; Kaul, Gautam (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 15.1997, 3, p. 379-386
|
Subject: | Portfolio-Management | Portfolio selection | Rentabilität | Profitability | Transaktionskosten | Transaction costs | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1985-1991 |
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