Ramiah, Vikash; Cheng, Ka Yeung; Orriols, Julien; … - In: Pacific-Basin Finance Journal 19 (2011) 1, pp. 140-156
We investigate the profitability of contrarian investment strategies for equities listed on the Hong Kong Stock Exchange (HKEX), which are separated into cross-listed firms and firms listed only in Hong Kong. We also investigate the relationship between stock returns and past trading volume for...