Works matching DE "CONTRARIAN investing"
Results: 132
Dicing with the market: randomized procedures for evaluation of mutual funds.
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- Quantitative Finance, 2011, v. 11, n. 2, p. 163, doi. 10.1080/14697688.2010.513337
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TEMPORAL CHANGES IN THE DETERMINANTS OF MUTUAL FUND FLOWS.
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- Journal of Financial Research, 2000, v. 23, n. 3, p. 353, doi. 10.1111/j.1475-6803.2000.tb00747.x
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ORGANIZATIONAL AND FINANCIAL CORRELATES OF A "CONTRARIAN" HUMAN RESOURCE INVESTMENT STRATEGY.
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- Academy of Management Journal, 1992, v. 35, n. 5, p. 956, doi. 10.2307/256536
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Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.
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- American Economic Review, 2005, v. 95, n. 5, p. 1403, doi. 10.1257/000282805775014317
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The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis.
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- International Review of Finance, 2015, v. 15, n. 1, p. 1, doi. 10.1111/irfi.12042
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HERDING AND CONTRARIAN BEHAVIOR IN FINANCIAL MARKETS.
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- Econometrica, 2011, v. 79, n. 4, p. 973, doi. 10.3982/ECTA8602
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The Clustering Of Short Sales on the NASDAQ.
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- Journal of Financial & Economic Practice, 2013, v. 13, n. 1, p. 82
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Planning for a Successful Retirement: Overcoming Conventional Wisdom.
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- Journal of Financial Service Professionals, 2013, v. 67, n. 5, p. 7
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Stock Diversification in the 21st Century.
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- Journal of Financial Service Professionals, 2007, v. 61, n. 3, p. 14
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Review on the Progress for Mutual Fund Performance Dynamic Evaluation Theory.
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- Journal of Systems Science & Information, 2004, v. 2, n. 4, p. 763
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Mutual Fund Performance Evaluation and Dynamic Portfolio Strategy Design Using Value at Risk.
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- Journal of Systems Science & Information, 2004, v. 2, n. 4, p. 695
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THE PERFORMANCE OF THE CONTRARIAN STRATEGY AND THE MOMENTUM STRATEGY IN THE ASIA PACIFIC REGION.
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- International Journal of Finance, 2008, v. 20, n. 3, p. 4863
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- Article
DOGS-OF-THE-DOW CONTRARIAN INVESTMENT: DOES IT WORK IN NEW ZEALAND?
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- International Journal of Finance, 2006, v. 18, n. 4, p. 4183
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- Article
SHARE PRICE AND NET ASSET VALUE OF CLOSED-END FUND: Time Series Analysis.
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- International Journal of Finance, 2004, v. 16, n. 2, p. 3012
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THE ENIGMA OF CLOSED-END FUNDS PRICING: TWENTY-SIX YEARS LATER.
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- International Journal of Finance, 2004, v. 16, n. 2, p. 2985
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CLOSED-END FUND INVESTMENT FOCUS AND EXPENSE RATIOS.
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- International Journal of Finance, 2004, v. 16, n. 2, p. 2904
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CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL.
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- Review of Economics & Statistics, 1972, v. 54, n. 4, p. 357, doi. 10.2307/1924562
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Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds.
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- Real Estate Economics, 2008, v. 36, n. 1, p. 47, doi. 10.1111/j.1540-6229.2008.00206.x
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Statistical arbitrage in the US equities market.
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- Quantitative Finance, 2010, v. 10, n. 7, p. 761, doi. 10.1080/14697680903124632
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On the long-term behavior of mutual fund returns.
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- Quantitative Finance, 2009, v. 9, n. 6, p. 653, doi. 10.1080/14697680902814209
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Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos.
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- Quantitative Finance, 2002, v. 2, n. 4, p. 264, doi. 10.1088/1469-7688/2/4/303
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Do Hedge Funds Supply or Demand Liquidity?*.
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- Review of Finance, 2014, v. 18, n. 4, p. 1259, doi. 10.1093/rof/rft033
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Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*.
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- Review of Finance, 2014, v. 18, n. 4, p. 1507, doi. 10.1093/rof/rft037
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Performance of Buyout Funds Revisited?*.
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- Review of Finance, 2014, v. 18, n. 1, p. 189, doi. 10.1093/rof/rft002
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Corporate Financing Activities and Contrarian Investment*.
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- Review of Finance, 2010, v. 14, n. 3, p. 543, doi. 10.1093/rof/rfp012
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An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach.
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- Applied Economics Letters, 2009, v. 16, n. 6, p. 625, doi. 10.1080/17446540802277161
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Profitability of the Short-Run Contrarian Strategy in Canadian Stock Markets.
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- Canadian Journal of Administrative Sciences (Canadian Journal of Administrative Sciences), 2003, v. 20, n. 4, p. 311, doi. 10.1111/j.1936-4490.2003.tb00707.x
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Cowboying Stock Market Herds with Robot Traders.
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- Computational Economics, 2017, v. 50, n. 3, p. 393, doi. 10.1007/s10614-016-9591-2
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Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 231, doi. 10.1007/s10614-016-9607-y
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Traders' Long-Run Wealth in an Artificial Financial Market.
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- Computational Economics, 2003, v. 22, n. 2/3, p. 255, doi. 10.1023/A:1026146100090
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Concurrent momentum and contrarian strategies in the Australian stock market.
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- Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 1, p. 77, doi. 10.1177/0312896214534864
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Running From a Bear: How Poor Stock Market Performance Affects the Determinants of Mutual Fund Flows.
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- Journal of Business Finance & Accounting, 2009, v. 36, n. 7/8, p. 987, doi. 10.1111/j.1468-5957.2009.02149.x
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Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?
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- Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 839, doi. 10.1111/j.1468-5957.2006.00003.x
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Discussion of Contrarian Investment and Macroeconomic Risk.
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- Journal of Business Finance & Accounting, 2003, v. 30, n. 1/2, p. 257, doi. 10.1111/1468-5957.00491
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Contrarian Investment and Macroeconomic Risk.
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- Journal of Business Finance & Accounting, 2003, v. 30, n. 1/2, p. 213, doi. 10.1111/1468-5957.00004
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A CROSS-SECTIONAL ANALYSIS OF MUTUAL FUNDS' MARKET TIMING AND SECURITY SELECTION SKILL.
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- Journal of Business Finance & Accounting, 1992, v. 19, n. 5, p. 659, doi. 10.1111/j.1468-5957.1992.tb00650.x
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THE DYNAMICS OF INDIVIDUAL AND INSTITUTIONAL TRADING IN THE TAIEX FUTURES MARKETS.
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- International Journal of Electronic Business Management, 2010, v. 8, n. 3, p. 247
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MUTUAL FUND TAX EFFICIENCY AND INVESTMENT SELECTION.
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- Journal of Personal Finance, 2011, v. 10, n. 2, p. 66
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TSFDC: A trading strategy based on forecasting directional change.
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- Intelligent Systems in Accounting, Finance & Management, 2018, v. 25, n. 3, p. 105, doi. 10.1002/isaf.1425
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A Measure of Investment Tracking Performance.
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- Journal of Business & Economic Studies, 2008, v. 14, n. 2, p. 91
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Talking Points.
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- Journal of Financial Planning, 2002, v. 15, n. 10, p. 22
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- Article
The Persistence of Morningstar Ratings.
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- Journal of Financial Planning, 2000, v. 13, n. 9, p. 110
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Asset Allocation Revisited.
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- Journal of Financial Planning, 2000, v. 13, n. 1, p. 94
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Closing Down Closed-End Funds….
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- Journal of Financial Planning, 1998, v. 11, n. 6, p. 16
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Take a Guess….
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- Journal of Financial Planning, 1998, v. 11, n. 6, p. 14
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- Article
Is Big Bad?...
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- Journal of Financial Planning, 1998, v. 11, n. 3, p. 16
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- Article
Morningstar Mutual Funds OnDisc.
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- Journal of Financial Planning, 1992, v. 5, n. 2, p. 53
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The Public Administration of James Q. Wilson: A Symposium on Bureaucracy.
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- Public Administration Review, 1991, v. 51, n. 3, p. 193, doi. 10.2307/976943
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- Article
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds.
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- Management Science, 2015, v. 61, n. 10, p. 2394, doi. 10.1287/mnsc.2014.1982
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Rational Speculators, Contrarians, and Excess Volatility.
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- Management Science, 2015, v. 61, n. 8, p. 1889, doi. 10.1287/mnsc.2014.1937
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- Article