Evaluating the profitability of contrarian vs. momentum strategies in China's stock market

Han, Dongming

dc.contributor.advisor	Boabang, Francis
dc.coverage.spatial	China
dc.creator	Han, Dongming
dc.date.accessioned	2013-09-07T18:34:15Z
dc.date.available	2013-09-07T18:34:15Z
dc.date.issued	2013
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/25134
dc.description	1 online resource (v, 25 p.)
dc.description	Includes abstract.
dc.description	Includes bibliographical references (p. 24-25).
dc.description.abstract	This paper focuses on the profitability of short term and medium-term momentum and contrarian effect in Chinese capital market. The result of the research shows the theory that momentum and contrarian effects exist in Chinese capital market. Using momentum strategies and contrarian strategies could earn abnormal return under different investment methods. In addition, the profitability of momentum and contrarian strategies based on different market caps is also evaluated. The regression analysis reveals that historical returns contribute the most to momentum return.	en_CA
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dc.description.provenance	Made available in DSpace on 2013-09-07T18:34:15Z (GMT). No. of bitstreams: 1 han_dongming_mrp_2013.pdf: 637713 bytes, checksum: ab26b30db396bb61eae818b99baedcda (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	Evaluating the profitability of contrarian vs. momentum strategies in China's stock market	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)