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This paper investigates whether long-term contrarian performance on the UK market is driven by low-priced stocks. We find that contrarian performance at low, middle, low price levels is positive. On the Fama-French risk adjusted basis, we find both low-priced and middle-priced losers have...
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possibility of enlargement of the time interval specific to the January Effect on London Stock Exchange. We investigate the … December and the first half of February. In this investigation we employ closing values of five indexes from London Stock …
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media in an historical financial market. Using The Times's coverage of companies listed on the London stock market between …
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We study momentum and its predictability within equities listed at the London Stock Exchange (1820-1930). At the time …
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