ScholarLens Back to search
2010•산업경제연구Requires access

A Study on the Performances of Return Based Trading Strategies

Hossan Akter, Sang Beom Park

Open publisher page 0 citations

Abstract

This paper investigates performances of return based trading strategies in Dhaka Stock Exchange (DSE) of Bangladesh. Of the two return based trading strategies named momentum and contrarian strategy, this paper finds momentum strategies are more profitable than contrarian strategy in DSE. Forming momentum strategy based on previous thirty six months' return and holding it for the next thirty six month is found most profitable in this study. Long - run price reversal is also found in this study.

About this research paper

What this paper is about

This paper investigates performances of return based trading strategies in Dhaka Stock Exchange (DSE) of Bangladesh. Of the two return based trading strategies named momentum and contrarian strategy, this paper finds momentum strategies are more profitable than contrarian strategy in DSE. Forming momentum strategy based on previous thirty six months' return and holding it for the next thirty six month is found most profitable in this study. Long - run price reversal is also found in this study.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

This paper investigates performances of return based trading strategies in Dhaka Stock Exchange (DSE) of Bangladesh. Of the two return based trading strategies named momentum and contrarian strategy, this paper finds momentum strategies are more profitable than contrarian strategy in DSE. Forming momentum strategy based on previous thirty six months' return and holding it for the next thirty six month is found most profitable in this study. Long - run price reversal is also found in this study.

Key concepts: Contrarian, Trading strategy, Momentum (technical analysis), Financial economics, Stock exchange, Stock (firearms), Business, Economics

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
A Study on the Performances of Return Based Trading Strategies — Research Paper | ScholarLens