Contrarian and momentum trading: a review of the literature

Abstract : The purpose of this paper is to critically review the literature on contrarian and momentum trading strategies and identify areas for future research. The extant literature is dynamic and is typified by a number of open questions. The open questions in the literature relate mainly to the driving forces of investment performance, and the role of risk and asset pricing as well as behavioral human traits. The literature is vast and therefore difficult to classify, cover and discuss. The paper indicates the possible need for: the development of different asset pricing models and propositions that can have practical implications at a more international context. The paper provides a critical review of the literature and identifies open issues for future research
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Article dans une revue
Review of Behavioural Finance, Emerald, 2014, 6 (1), pp.63-82. 〈10.1108/RBF-12-2013-0043〉
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http://hal-audencia.archives-ouvertes.fr/hal-01122573
Contributeur : Sylvia Cheminel <>
Soumis le : mercredi 4 mars 2015 - 10:59:15
Dernière modification le : jeudi 5 mars 2015 - 01:07:55

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Emilios C. Galariotis. Contrarian and momentum trading: a review of the literature. Review of Behavioural Finance, Emerald, 2014, 6 (1), pp.63-82. 〈10.1108/RBF-12-2013-0043〉. 〈hal-01122573〉

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