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 …

evidence is overwhelmingly against trading expertise. While U.S. investors did abstain from momentum trading and instead sold …

investigate the profitability of momentum trading and contrarian investment strategies for equities listed on the Australian Stock … equities. This research also investigates the seasonal aspects of contrarian portfolios and observes weekly, monthly and yearly … effects. We report significant contrarian profits for the period investigated (from 2001 to 2006) and show that contrarian …

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 …

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 …

, profitability, asset growth and accruals anomalies is primarily attributable to micro-cap stocks. Momentum and asset growth predict … the expected returns of big stocks, but momentum does not predict the returns on micro stocks, and asset growth does not … matter for small stocks. Contrarian returns are largely explained by stock size and value dimensions. Evidence for the …