2011•Journal of Zhejiang Sci-Tech UniversityRequires access

Study on the Momentum and Contrarian Effect Model in Chinese Stock Market

Yanyan Qin

Abstract

This paper examines the momentum and contrarian effects in Chinese stock market,and adopts Jegadeesh method based on empirical data from Shangzheng 50 index and Shenzhen small and medium-sized enterprise board to explain the existence of medium and long-term momentum and contrarian effects.It also points out that the investors may achieve excess returns by adopting momentum and contrarian strategies.

About this research paper

What this paper is about

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

Key concepts: Contrarian, Momentum (technical analysis), Stock (firearms), Stock market, Financial economics, Economics, Emerging markets, Business