{"title":"沪深300股的反向和动量策略","authors":"Hua Luo, Ningkun Li","doi":"10.1109/BCGIN.2011.70","DOIUrl":null,"url":null,"abstract":"This article reports a study that analyzes financial data of Chinese's stock market in hushen300 during 2009 to 2010. The article aims to examine whether the contrarian or momentum investment strategies can bring abnormal returns, and the results suggest significantly momentum in hushen300 index. It is useful for the investors to grasp the characteristics of China's stock market and take effective strategies.","PeriodicalId":127523,"journal":{"name":"2011 International Conference on Business Computing and Global Informatization","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Contrarian and Momentum Strategies in Shanghai and Shenzhen 300 Stocks\",\"authors\":\"Hua Luo, Ningkun Li\",\"doi\":\"10.1109/BCGIN.2011.70\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article reports a study that analyzes financial data of Chinese's stock market in hushen300 during 2009 to 2010. The article aims to examine whether the contrarian or momentum investment strategies can bring abnormal returns, and the results suggest significantly momentum in hushen300 index. It is useful for the investors to grasp the characteristics of China's stock market and take effective strategies.\",\"PeriodicalId\":127523,\"journal\":{\"name\":\"2011 International Conference on Business Computing and Global Informatization\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-07-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2011 International Conference on Business Computing and Global Informatization\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/BCGIN.2011.70\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 International Conference on Business Computing and Global Informatization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/BCGIN.2011.70","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Contrarian and Momentum Strategies in Shanghai and Shenzhen 300 Stocks
This article reports a study that analyzes financial data of Chinese's stock market in hushen300 during 2009 to 2010. The article aims to examine whether the contrarian or momentum investment strategies can bring abnormal returns, and the results suggest significantly momentum in hushen300 index. It is useful for the investors to grasp the characteristics of China's stock market and take effective strategies.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
