Works matching DE "CONTRARIAN investing"
Results: 132
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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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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Taking Stock of Stockbrokers: Exploring Momentum versus Contrarian Investor Strategies and Profiles.
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- Journal of Consumer Research, 2002, v. 29, n. 2, p. 188, doi. 10.1086/341570
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M-Squared Measure of Performance of Large-Asset Mutual Funds 1995-2000.
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- Journal of Business & Society, 2001, v. 14, n. 2, p. 136
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A Comparative Study of the Performance of Selected Trading Strategies during Recent Recovery of Indian Equity Market.
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- Amity Business Review, 2016, v. 17, n. 1, p. 152
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EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS.
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- International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2009, v. 19, n. 8, p. 2463, doi. 10.1142/S0218127409024244
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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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Performance of the Contrarian Strategy after Extreme Market Movements.
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- Journal of Investing, 2013, v. 22, n. 3, p. 53, doi. 10.3905/joi.2013.22.3.053
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Untitled.
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- Journal of Investing, 2013, v. 22, n. 3, p. 1
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Using Value at Risk to Enhance Asset Allocation in Life-Cycle Investment Funds.
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- Journal of Investing, 2009, v. 18, n. 1, p. 87, doi. 10.3905/JOI.2009.18.1.087
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Time Diversification and Horizon-Based Asset Allocations.
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- Journal of Investing, 2009, v. 18, n. 1, p. 45, doi. 10.3905/JOI.2009.18.1.045
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Performance and Characteristics of Actively Managed Institutional Equity Mutual Funds.
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- Journal of Investing, 2009, v. 18, n. 1, p. 27, doi. 10.3905/JOI.2009.18.1.027
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Enhanced versus Passive Mutual Fund Indexing: Has DFA Outperformed Vanguard by Enough to Justify Its Advisor and Transaction Fees?
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- Journal of Investing, 2008, v. 17, n. 4, p. 71, doi. 10.3905/JOI.2008.17.4.071
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The ETF Free Lunch: The Shorts are Served the Fees.
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- Journal of Investing, 2008, v. 17, n. 3, p. 83, doi. 10.3905/joi.2008.710922
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Emerging Market Bonds as an Asset Class: Mean-Variance Spanning.
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- Journal of Investing, 2007, v. 16, n. 3, p. 104, doi. 10.3905/joi.2007.694779
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Answers to Four Questions.
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- Journal of Investing, 2005, v. 14, n. 3, p. 125, doi. 10.3905/joi.2005.580558
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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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Information Diffusion and Overreaction: Evidence from the Chinese Stock Market.
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- Emerging Markets Finance & Trade, 2010, v. 46, n. 2, p. 80, doi. 10.2753/REE1540-496X460206
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An Anatomy of Trading Strategies: Evidence from China.
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- Emerging Markets Finance & Trade, 2010, v. 46, n. 2, p. 66, doi. 10.2753/REE1540-496X460205
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Editor's Introduction.
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- Emerging Markets Finance & Trade, 2010, v. 46, n. 2, p. 3, doi. 10.2753/REE1540-496X460200
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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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Out of Sight?
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- Benefits Quarterly, 2004, v. 20, n. 4, p. 75
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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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FURTHER EVIDENCE OF THE NOVEMBER EFFECT.
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- Journal of Economics & Finance, 2005, v. 29, n. 2, p. 280, doi. 10.1007/BF02761559
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Tax Loss Selling and the Contrarian Investment Strategy.
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- Journal of Economics & Finance, 1996, v. 20, n. 2, p. 87, doi. 10.1007/BF02920894
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APPLICABILITY OF CONTRARIAN INVESTMENT STRATEGIES IN SMALL CAPITALIZATION MARKETS: EVIDENCE FROM NASDAQ OMX VILNIUS.
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- Economics / Ekonomika, 2011, v. 90, n. 1, p. 101, doi. 10.15388/Ekon.2011.0.953
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Basic Financial Data and Behavior of Investors with Limited Knowledge of Finance: an Experimental Study.
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- Proceedings of the Northeast Business & Economics Association, 2013, p. 53
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Managerial Tenure and Other Determinants of Mutual Fund Performance: Correlations and Implications.
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- Proceedings of the Northeast Business & Economics Association, 2010, p. 303
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An Analysis of the Performance of Value Line's Mutual Fund Rankings.
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- Proceedings of the Northeast Business & Economics Association, 2009, p. 158
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ON THE PREDICTABILITY OF MUTUAL FUND RETURNS.
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- Proceedings of the Northeast Business & Economics Association, 2007, p. 398
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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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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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Mispricing and the cross-section of stock returns.
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- Review of Quantitative Finance & Accounting, 2009, v. 32, n. 4, p. 317, doi. 10.1007/s11156-008-0097-4
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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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Contrarian Real Estate Investment in Some Asia Pacific Cities.
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- Journal of Property Research, 2007, v. 24, n. 2, p. 159, doi. 10.1080/09599910701440156
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A Simple Way to Be a Contrarian Investor.
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- Journal of Financial Planning, 2014, v. 27, n. 5, p. 26
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A More Informative Measure of Active Fund Performance.
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- Journal of Financial Planning, 2011, v. 24, n. 11, p. 54
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Analyzing Separately Managed Accounts.
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- Journal of Financial Planning, 2011, v. 24, n. 11, p. 30
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Profitability of Contrarian Strategies in the Chinese Stock Market.
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- PLoS ONE, 2015, v. 10, n. 9, p. 1, doi. 10.1371/journal.pone.0137892
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Less Pay and More Sensitivity? Institutional Investor Heterogeneity and CEO Pay.
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- Journal of Management, 2011, v. 37, n. 6, p. 1719, doi. 10.1177/0149206310372412
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Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?
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- Financial Review, 2012, v. 47, n. 3, p. 501, doi. 10.1111/j.1540-6288.2012.00338.x
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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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Contrarian Strategies and Investor Expectations: The U.K. Evidence.
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- Financial Analysts Journal, 2001, v. 57, n. 5, p. 43, doi. 10.2469/faj.v57.n5.2480
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Russia's True Economy: More Inviting to Investors.
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- Financial Analysts Journal, 1997, v. 53, n. 4, p. 86, doi. 10.2469/faj.v53.n4.2104
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Will Stocks Continue to Outperform Bonds in the Future?
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- Financial Analysts Journal, 1997, v. 53, n. 2, p. 67, doi. 10.2469/faj.v53.n2.2074
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How Many Mutual Funds Constitute a Diversified Mutual Fund Portfolio?
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- Financial Analysts Journal, 1997, v. 53, n. 2, p. 37, doi. 10.2469/faj.v53.n2.2070
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A Study of Contrarian and Momentum Profits in Indian Stock Market.
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- International Journal of Financial Management, 2014, v. 4, n. 2, p. 40
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