and out of the same industries. Second, they were momentum traders in the tranquil period from 2002 to 2006 and contrarian … investors demonstrated contrarian trading strategies to stabilize future industrial returns in the financial crisis period; they …

intermediate-term momentum. The paper demonstrates that long-term contrarian is entirely attributable to the classic January size … are that long-term contrarian must be considered largely illusory, and intermediate-term momentum must take account of …This paper reexamines the apparent success of two prominent stock trading strategies: long-term contrarian and …

momentum behavior, India, China and South Korea exhibit contrarian patterns for long-term prior return (24-60 months) as well …

Behavioral models suggest that momentum and contrarian effects are linked. We examine the two effects in the Chinese … stock market over an 18-year period. The findings reveal that there is no momentum effect in China. Nevertheless, contrarian … portfolio yields significant returns. In other words, contrarian effect exists despite the absence of momentum. Further, we find …

Purpose –The purpose of this paper is to critically review the literature on contrarian and momentum trading strategies …

investors behaved more as in the momentum strategy; and after Black Monday more as in the contrarian strategy. We argue that …

investors behaved more as in the momentum strategy; and after Black Monday more as in the contrarian strategy. We argue that …