Please use this identifier to cite or link to this item:
https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/7874
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pradosh Simlai | - |
dc.date.accessioned | 2024-02-27T06:22:23Z | - |
dc.date.available | 2024-02-27T06:22:23Z | - |
dc.date.issued | 2009 | - |
dc.identifier.uri | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/7874 | - |
dc.description.abstract | Momentum and contrarian returns have been documented by a large number of studies. In this paper we investigate the performance of technology stocks by using these two widely followed investment strategies during a speculative boom period. We discuss the effectiveness of various long and short trading strategies for a well balanced sample of technology stocks and find that by executing a simple buy bottom strategy, a technology investor could take advantage of the overreactions in order to generate higher returns during the period of excessive speculation. We also show that accounting for conditionally heteroskedasticity increases the evidence that risk adjusted returns are strongly related to market betas of a benchmark return and NASDAQ composite index returns. | - |
dc.publisher | Indian Journal of Finance | - |
dc.title | Evaluating Momentum and Contrarian Strategies for Technology Stocks During Excessive Speculation | - |
dc.vol | Vol 3 | - |
dc.issued | No 1 | - |
Appears in Collections: | Articles to be qced |
Files in This Item:
File | Size | Format | |
---|---|---|---|
Evaluating Momentum and Contrarian Strategies.pdf Restricted Access | 1.82 MB | Adobe PDF | View/Open Request a copy |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.