Relevant bibliographies by topics / Contrarians

Academic literature on the topic 'Contrarians'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Contents

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Contrarians.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Contrarians"

1

Chen, Yue, Xiaojian Niu, and Yan Zhang. "Exploring Contrarian Degree in the Trading Behavior of China's Stock Market." Complexity 2019 (April 10, 2019): 1–12. http://dx.doi.org/10.1155/2019/1678086.

Full text
Abstract:
We study the contrarian and trend-following trading behavior of market timers in China's stock market. Using a network model to describe interpersonal relationships, we deploy the Ising model to capture trading strategies for both contrarians and followers. With empirical data of China's stock market, we find that contrarians account for 12-14% of trading volume. We further compare the performance of contrarians and followers and demonstrate the inefficiency of China's stock market where timing arbitrage exists. We highlight the fact that while the actual return sequence is driven by followers, the contrarians seize a lot of profitable arbitrage opportunities.
APA, Harvard, Vancouver, ISO, and other styles
2

Galam, Serge, and Taksu Cheon. "Asymmetric Contrarians in Opinion Dynamics." Entropy 22, no. 1 (December 24, 2019): 25. http://dx.doi.org/10.3390/e22010025.

Full text
Abstract:
Asymmetry in contrarian behavior is investigated within the Galam model of opinion dynamics using update groups of size 3 with two competing opinions A and B. Denoting x and y the respective proportions of A and B contrarians, four schemes of implementations are studied. The first scheme activates contrarians after each series of updates with probabilities x and y for agents holding respectively opinion A and B. Second scheme activates contrarians within the update groups only against global majority with probability x when A is the majority and y when B is the majority. The third scheme considers in-group contrarians acting prior to the local majority update against both local majority and minority opinions. The last scheme activates in-group contrarians prior to the local majority update but only against the local majority. The main result is the loss of the fifty–fifty attractor produced by symmetric contrarians. Producing a bit less contrarians on its own side than the other side becomes the key to win a public debate, which in turn can guarantee an election victory. The associated phase diagram of opinion dynamics is found to exhibit a rich variety of counterintuitive results.
APA, Harvard, Vancouver, ISO, and other styles
3

JACOBS, F., and S. GALAM. "TWO-OPINIONS-DYNAMICS GENERATED BY INFLEXIBLES AND NON-CONTRARIAN AND CONTRARIAN FLOATERS." Advances in Complex Systems 22, no. 04 (June 2019): 1950008. http://dx.doi.org/10.1142/s0219525919500085.

Full text
Abstract:
We assume a community whose members adopt one of two opinions [Formula: see text] or [Formula: see text]. Each member appears as an inflexible, or as a non-contrarian or contrarian floater. An inflexible sticks to its opinion, whereas a floater may change into a floater of the alternative opinion. The occurrence of this change is governed by the local majority rule: members meet in groups of a fixed size, and a floater then changes its opinion provided it is a minority in the group. Subsequently, a non-contrarian floater keeps the opinion as adopted under the local majority rule, whereas a contrarian floater adopts the alternative opinion. Whereas the effects of on the one hand inflexibles and on the other hand non-contrarians and contrarians have previously been studied separately, the current approach allows us to gain insight in the effect of their combined presence in a community. Given fixed proportions of inflexibles [Formula: see text] for the two opinions, and fixed fractions of contrarians [Formula: see text] among the [Formula: see text] and [Formula: see text] floaters, we derive the update equation [Formula: see text] for the overall support for opinion [Formula: see text] at time [Formula: see text], given [Formula: see text]. The update equation is derived respectively for local group sizes 1, 2 and 3. The associated dynamics generated by repeated local updates is then determined to identify its asymptotic steady configuration. The full opinion flow diagram is thus obtained, showing conditions in terms of the parameters for each opinion to eventually win the competing dynamics. Various dynamical scenarios are thus exhibited, and it is derived that relatively small densities of inflexibles allow for more variation in the qualitative outcome of the dynamics than higher densities of inflexibles.
APA, Harvard, Vancouver, ISO, and other styles
4

KIRBY, NATASHA, and ANDREW FOSTER. "EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS." International Journal of Bifurcation and Chaos 19, no. 08 (August 2009): 2463–72. http://dx.doi.org/10.1142/s0218127409024244.

Full text
Abstract:
We develop an asset pricing model based on the interaction of heterogeneous trading groups. In addition to the two main trader groups, fundamentalists and trend-chasing chartists, we include a third significant group known as contrarian chartists. We model the case of opportunistic contrarian behavior, where the contrarian group disagrees with the trend-chasing chartists only when the return differential is high. We also consider absolute contrarian behavior, in which the contrarians consistently disagree with trend-chasers. The models are nonlinear planar maps, exhibiting period doubling, Neimark–Sacker and global bifurcations leading to local chaotic behavior. Absolute contrarian behavior is found to have a moderating effect on price change, while opportunistic contrarian behavior is found to further complicate the price cycles present in other models.
APA, Harvard, Vancouver, ISO, and other styles
5

Gharaibeh, Omar. "Evidence of Morocco Industry Long-Term Return Contrarian." International Journal of Business and Management 11, no. 1 (December 18, 2015): 216. http://dx.doi.org/10.5539/ijbm.v11n1p216.

Full text
Abstract:
<p>In a landmark paper, Bornholt, Gharaibeh, and Malin (2015) show strong evidence of contrarian in the long-term returns of U.S. industries over formation periods (up to 132 months), this paper investigates whether there is evidence of contrarian in the long-term returns of 17 Morocco industries using monthly data covering the period from January 1995 to April 2014. This study finds strong evidence of long-term return contrarian in industry returns from strategy with long formation period lengths of 108, 120 and 132 months and this finding confirms the Bornholt et al. (2015) finding. The finding of this paper suggests that industry-level return contrarian is not simply a reflection of the stock-level contrarian. These contrarians are difficult to reconcile with overreaction.</p><p> </p>
APA, Harvard, Vancouver, ISO, and other styles
6

Sinlapates, Parichat, and Surachai Chancharat. "Contrarian Profits in Thailand Sustainability Investment-Listed versus in Stock Exchange of Thailand-Listed Companies." Risks 10, no. 12 (December 1, 2022): 229. http://dx.doi.org/10.3390/risks10120229.

Full text
Abstract:
In contrarian trading, investors buy and sell loser stocks (lowest average historical prices) and winner stocks (highest average historical prices), respectively. This study examines whether (a) Thailand Sustainability Investment-listed companies outperform Stock Exchange of Thailand (SET)-listed companies (from 1 January 2016 to 31 December 2019) in contrarian profits, (b) the five-factor model outperforms their 1993 three-factor model in explaining contrarian profits, and (c) risk drives the earnings of contrarians. Companies were divided into portfolios of winners and losers based on the average of the daily historical prices held in various eras. The SET-listed companies perform better in generating profits. The root mean squared error and mean absolute error—measurements of model accuracy—report that the error from the three-factor model is smaller than the one from the five-factor model. Thus, the three-factor model is applied to estimate the risk-adjusted return. Zero contrarian profits after risk adjustment confirms that they are risk-driven.
APA, Harvard, Vancouver, ISO, and other styles
7

Zhang, Xiyun, Shuguang Guan, Yong Zou, Xiaosong Chen, and Zonghua Liu. "Suppressing explosive synchronization by contrarians." EPL (Europhysics Letters) 113, no. 2 (January 1, 2016): 28005. http://dx.doi.org/10.1209/0295-5075/113/28005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

MARTINS, ANDRÉ C. R., and CLEBER D. KUBA. "THE IMPORTANCE OF DISAGREEING: CONTRARIANS AND EXTREMISM IN THE CODA MODEL." Advances in Complex Systems 13, no. 05 (October 2010): 621–34. http://dx.doi.org/10.1142/s0219525910002773.

Full text
Abstract:
In this paper, we study the effects of introducing contrarians in a model of Opinion Dynamics where the agents have internal continuous opinions, but exchange information only about a binary choice that is a function of their continuous opinion, the CODA model. We observe that the hung election scenario that arises when contrarians are introduced in discrete opinion models still happens. However, it is weaker and it should not be expected in every election. Finally, we also show that the introduction of contrarians make the tendency towards extremism of the original model weaker, indicating that the existence of agents that prefer to disagree might be an important aspect and help society to diminish extremist opinions.
APA, Harvard, Vancouver, ISO, and other styles
9

CAIAFA, C. F., and A. N. PROTO. "DYNAMICAL EMERGENCE OF CONTRARIANS IN A 2D LOTKA-VOLTERRA LIKE LATTICE." International Journal of Modern Physics C 17, no. 03 (March 2006): 385–94. http://dx.doi.org/10.1142/s0129183106008510.

Full text
Abstract:
We analyze a Lotka-Volterra-like social lattice of agents interacting among themselves in collaborative or competitive scenarios. Dynamic characteristics of the model are derived, equilibrium points of the system are found. For the nearest neighbor interaction structure case, which depends on a γ1 parameter, also bifurcations are explored allowing us to understand how different levels of collaboration or competition leads the system to different configurations. We found that, within the range -α/4 < γ1 < α/4 the system tend to an uniform configuration, and when competition becomes aggressive, γ1 > α/4, agents tend to polarized opinions and contrarians agents appear naturally. Higher neighbor structures have been also simulated, for which contrarian patterns also emerge dynamically. In all cases the initial conditions of the lattice are randomly taken. Hung and conflictive scenarios are discussed.
APA, Harvard, Vancouver, ISO, and other styles
10

Kedar-Levy, Haim. "A Rational Foundation for Trend-Chasing and Contrarian Trades with Implications for Momentum Anomalies." Quarterly Journal of Finance 03, no. 01 (March 2013): 1350003. http://dx.doi.org/10.1142/s2010139213500031.

Full text
Abstract:
Trend-chasing and Contrarian are well-documented empirical trading patterns that the literature generally attributes to behavioral biases. In contrast, we argue that both are rational portfolio rebalancing strategies in a dynamic asset allocation framework. Analyzing the interactions between strategies implemented in stocks and bonds, we find that a key parameter is the investor's level of relative-risk-aversion versus the market price of risk. Our mapping of preferences to trades fits remarkably well recent empirical findings of time-series momentum and reversal. Specifically, speculators trade like Trend-chasers throughout the momentum phase closing positions once the trend reverses, while hedgers trade like Contrarians. These trades seem to explain time-series momentum.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Contrarians"

1

Kutsoati, Edward. "Dodos, contrarians and central bankers, essays on incentives and contracts." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ35968.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

N, Schönfeldt Sara. "Expatriate leaders- cultural chameleons or cultural contrarians? : A narrative study of Swedish leaders' adjustment process in France." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-50818.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Herman, Tess P. "Investigating Potential Strategies Used by Climate Change Contrarians to Gain Legitimacy in Two Prominent U.S. and Two Prominent U.K. Newspapers from 1988 to 2006." Ohio University / OhioLINK, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1617893211661352.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Bonzanigo, Mauro. "Contrarian-Strategien am Deutschen Aktienmarkt." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02605491002/$FILE/02605491002.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Kiselev, Egor. "Contrarian investment strategies in the US equity market on the base of constituents of Standard and Poor's 500 Index in the years 1990-2012." Thesis, Loughborough University, 2018. https://dspace.lboro.ac.uk/2134/33059.

Full text
Abstract:
The existence of contrarian profits is a well-documented finding across various equity markets around the world. A key question, which is the focus of this research, is - why do such profits exist? Potential answers are examined in a large number of research papers, and fall into two categories: rational (i.e. there is a difference in risks characteristics of glamour and value stocks) and behavioural (i.e. the market regularly overshoots, leading to a mis-valuation of glamour and value stocks followed by a correction). However, a consensus has not been achieved so far. This research contributes to this discussion, based on the S&P 500 constituents through 1990-2013 with the use of strategies based on past returns, fundamental ratios and valuation models. I assess the following issues: whether the use of contrarian strategies can be considered as justified by the rational behaviour of a portfolio manager, whose clients may have a cheaper option to invest in a passive strategy, like an index fund or exchange traded fund (chapter 3); whether contrarian profits are mainly the product of (i) fair value revisions in response to new information or (ii) corrections to prior mis-pricing (chapter 4); whether contrarian profits are mainly the product of expected returns as imputed from the Fama and French three factor model (chapter 5). On the first point I find that an equally weighted portfolio of all constituents of S&P 500 over a particular testing period was superior to any of the tested contrarian strategies from risk/return perspective (Chapter 3). On the second point, I find that fair value revisions to new information is less important in explaining contrarian profits than corrections to prior mis-pricing when the market rebounded in 2009 (the only year where these two influences explained a significant part of the contrarian profits for most of the contrarian strategies under review) from the 2008 financial crisis (Chapter 4). On the third point, I find that rational pricing factors (both the Fama-French three factor model, and fair value revisions to new information) are more important in explaining contrarian profits than corrections to prior mis-pricing, which is mainly due to the significance of the Fama-French three factor model (Chapter 5).
APA, Harvard, Vancouver, ISO, and other styles
6

Garcia, Juliana Yokoo. "Amores contrariados, puros e abnegados?" Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/8/8150/tde-11092009-144146/.

Full text
Abstract:
Partindo do enorme legado crítico acerca da obra de Camilo Castelo Branco, construído desde Teófilo Braga até a nossa contemporaneidade, o presente estudo tem como objetivo principal olhar a ficção camiliana para além do que de mais evidente há nela: as histórias de amores contrariados, puros e abnegados. Para tanto analisamos os romances Os brilhantes do brasileiro (1869) e Agulha em Palheiro (1863), buscando mostrar de que maneira o autor é capaz de conjugar, nestes exemplares, a moda literária em voga e o retrato da sociedade prosaica que observava em sua realidade imediata, um mundo longe da configuração romântica e idealizada pretendida por parte significativa desta crítica. Para além de abordar as características específicas de cada romance, tais como a estrutura narrativa, a construção de personagens, as temáticas abordadas, entre outras, procuramos, ao final do trabalho, analisar as semelhanças e diferenças entre as duas narrativas, evidenciando assim o dinamismo, a multiplicidade e, principalmente, a complexidade do escritor de São Miguel de Ceide.
Based on the big critical legacy of Camilo Castelo Brancos work, built since Teófilo Braga until the present, this study aims looking at Camilians fiction beyond its obvious contents: thwarted, pure, and self-sacrificing love stories. In order to do so, we have analyzed the novels Os brilhantes do brasileiro (1869) and Agulha em Palheiro (1863), with the objective of showing how the author is able to combine, in these novels, the literary style in vogue at the time and the portrait of the prosaic society that the author observed in his reality immediately, a world which is far away from the romantic and idealized configuration proposed by significant part of this criticism. In addition to addressing the specific characteristics of each novel, such as narrative structure, the construction of characters, the themes addressed, among others, we intend, at the end of this study, to examine the similarities and differences between the two narratives, emphasizing the dynamism, the multiplicity and, most importantly, the complexity of the writer of São Miguel de Ceide.
APA, Harvard, Vancouver, ISO, and other styles
7

Booson, Alexander, and Lowe Swahn. "Popularitet på aktiemarknaden : En undersökning av aktiers popularitets effekt på risk och avkastning." Thesis, Linköpings universitet, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120185.

Full text
Abstract:
Bakgrund: Under lång tid har den traditionella tolkningen varit att marknadspremier och högre avkastning på aktiemarknaden är kopplat till risk. Även den mest använda prissättningsmodellen idag, Capital Asset Pricing Model, bygger på detta antagande. I en artikel skriven av Ibbotson och Idzorek (2014) utmanas dock risk som den viktigaste faktorn bakom premier och avkastning. Artikeln innehåller stöd för att relativt hög avkastning har kunnat uppnås på den amerikanska marknaden genom att investera i portföljer med aktier som föregående år varit relativt opopulära. Den höga avkastningen genererades dessutom ofta till relativt låg risk. Intresse finns därmed att analysera effekten av aktiers popularitet även på den svenska marknaden. Syfte: Studiens syfte är att identifiera och analysera effekten av aktiers popularitet på avkastning och risk. Genomförande: I denna kvantitativa studie har aktieomsättningshastighet och aktiestorlek utgjort approximationer för popularitet. Studien har genomförts via utvärdering av avkastning och risk i aktieportföljer uppdelade utifrån variablerna aktieomsättningshastighet och storlek. Vidare har sambandet mellan popularitet och avkastning undersöks via linjär regressionsanalys. Studien har både undersökt effekten av föregående års popularitet, samt effekten av popularitet samma år. Slutsats: Studien visar ingen entydig effekt för aktiers popularitet föregående år på avkastning eller risk, när olika approximationer för popularitetsmått studeras och jämförs. Studien kan konstatera att det inte finns något samband mellan föregående års popularitet och avkastning. Däremot finns det ett positivt samband mellan popularitet och avkastning de år aktiernas popularitet uppmätts, när aktieomsättningshastighet används som approximation. Dessutom kan studien fastslå stöd för aktieomsättningshastighet som ett bra mått på aktiers popularitet.
Background: Over the past few decades it has been generally accepted that market premiums come with an associated level of risk. Even the most widely used pricing model today, CAPM, leans on this assumption. In an article written by Ibbotson and Idzorek (2014) this assumption is challenged as the main driver of market premiums and returns. The article contains evidence that relatively high returns have been earned through buying less  popular stocks on the U.S. stock market. Surprisingly the risk-return dimension exhibited an inverse relationship. This evidence from the U.S. stock market motivates us to investigate to what extent this effect can also be seen on the Swedish stock market. Aim: The aim of this thesis is to identify and analyze the effect of a stock`s popularity on the risk and return. Completion: In this quantitative study, share turnover and market capitalization have been used as approximations for popularity. The effects of stocks popularity on risk and return have been are examined by evaluating the performance of portfolios when categorizing the stocks by share turnover and market capitalization. The statistical relationship between popularity and return is analyzed using regression analysis. This study has both studied the effect of last year's popularity, as well as the effect of the popularity of the same year. Conclusion: When various approximations for the popularity dimension are studied and compared, this study shows no marked effect of stock`s popularity from the previous year on risk and return. The study finds no statistically significant relationship between the previous year ́s popularity and return. However, there is a positive statistically correlation between popularity and return when measured during the same year as when the popularity was measured. In addition, the results establish evidence for the stock turnover as a good measure of popularity.
APA, Harvard, Vancouver, ISO, and other styles
8

Bauer, Christian. "Momentum und Contrarian Strategien am Aktienmarkt von Hong Kong." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01123108001/$FILE/01123108001.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Malmkvist, Henrik, and Nils Edström. "Informationsvärde i den svenska insynshandeln : En studie på aggregerad insynshandel." Thesis, Linköpings universitet, Nationalekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-95755.

Full text
Abstract:
Denna studie kartlägger om det är möjligt att med hjälp av svenska insynspersoners värde-pappershandel prognostisera den svenska aktiemarknaden. Individuella insynspersoner har tidigare visats ha mer information kring enskilda företag än övriga aktörer på en aktiemarknad och har vistats skapa överavkastning gentemot marknaden. Aggregerad insynshandel har tidi-gare visat sig ha ett positivt samband med framtida avkastning på aktiemarknader. För att undersöka sambandet mellan svensk insynshandel och den svenska aktiemarknaden använder vi finansinspektionens insynslista som innefattar över 209 000 transaktioner av svensk insynshandel för perioden 1991-2013. Detta material undersöks tillsammans med hi-storiska indexvärden över tidsperioden och sambandet kartläggs med hjälp av OLS-regressioner. Vi undersöker även vad som driver sambandet mellan insynshandel och framtida avkastning, och vilket ekonomiskt värde det finns i insynshandel som prognosinstrument. Resultaten visar på att det finns ett statistiskt signifikant positivt samband mellan insynshan-del och framtida avkastning på den svenska aktiemarknaden. Detta samband blir starkare på lång sikt. Vi ser även att köptransaktioner är en starkare indikator för framtida marknadsrörel-ser än säljtransaktioner. Detta bekräftar tidigare studier där de menar att insynspersoner ofta säljer innehav på grund av andra anledningar än vinstsyfte. Vi finner även att sambandet drivs av ett informationsövertag men även av en Contrarian-strategi samt en genomlysningseffekt. Slutligen skapar vi prognosmodeller grundade i historisk insynshandel och genomför backtest på dessa under 22 år. Resultaten pekar på att insynshandel fungerar bra för att prognostisera framtida uppgångar på den svenska aktiemarknaden och är användbara för att skapa invester-ingsstrategier.
This study investigates if it possible to forecast the Swedish stock market using insider trading data. Individual insiders have been shown to have more information concerning a company than other investors. Additionally, insiders have been shown to be able to outperform the market in earnings from trading in company stock. Aggregate insider trading has, in previous studies, been shown to have a positive relationship with future returns on stock markets. To map the relationship between Swedish insider trading and the Swedish stock market we use the insider trading records from Finansinspektionen containing over 209 000 transactions over the course of 22 years. These records are examined together with a historic stock price index from the same time period. The relationship between the two is examined using OLS-regressions. We examine what factors drive the predictive power of insider trading and what economic value insider trading has as a forecasting instrument. Our results show that there is a statistically significant positive relationship between insider trading and future returns on the Swedish stock market, the significance increases with time. We also find indications that insider purchases have a stronger relationship with future index movements than insider sales have. This is consistent with earlier studies that find that insid-ers sell stock for many other reasons than profit. We conclude that the predictive power of insider trading derive from an information advantage, although our results indicates that some of the predictive power can be explained by a contrarian-strategy and a transparency effect. Finally we construct forecast-models based on historical insider trading and back-test these on the 22 year period. Results from these tests indicate that aggregate insider trading is effective in predicting future rises in the stock market and can function as a basis for successful invest-ment strategies.
APA, Harvard, Vancouver, ISO, and other styles
10

Wallin, Fredrik, and Kristofer Pousette. "Momentumstrategi - applicerat på Stockholm OMX30." Thesis, Uppsala University, Department of Business Studies, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-112058.

Full text
Abstract:

Denna studie undersöker huruvida momentumstrategier applicerat på OMXS30 under perioden2004-01-01 till och med 2009-06-30 genererar riskjusterad överavkastning vid jämförelse medmarknadsindexet OMXS All-share. Detta görs med en teoretisk grund i modern portföljteori, deneffektiva marknadshypotesen samt CAPM. Momentumstrategierna prövas genom attinledningsvis rangordna de aktier som ingår i OMXS30 efter historisk avkastning under deföregående sex månaderna. Därefter sätts portföljer samman enligt en strategi innehållande treaktier och en strategi innehållande tio aktier. Båda strategierna med en investeringshorisont på sexmånader. Strategiernas resultat utvärderas sedan med Jensens Alfa och Treynorkvot. Slutligentestas om resultaten är statistiskt signifikanta med T-test. Resultaten av den genomförda studienvisar att momentumstrategierna genererar statistiskt säkerställd riskjusterad överavkastning därstrategi med tre aktier ger den högsta överavkastningen. Detta tyder på att den svenskaaktiemarknaden inte uppfyller kraven för den svaga formen av marknadseffektivitet.

APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Contrarians"

1

The contrarians: A novel. New York: H. Holt & Co., 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Provenza, Paul. Satiristas: Comedians, contrarians, raconteurs & vulgarians. New York: It Books, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Dan, Dion, ed. ¡Satiristas!: Comedians, Contrarians, Raconteurs & Vulgarians. New York: It Books, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Gatev, Evan G. Rebels, conformists, contrarians and momentum traders. Cambridge, MA: National Bureau of Economic Research, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Mintz, Steven L. Five eminent contrarians: Careers, perspectives, and investment tactics. Burlington, Vt: Fraser Pub. Co., 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Selling America short: The SEC and market contrarians in the age of absurdity. Hoboken, N.J: John Wiley & Sons, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Sauer, Richard. Selling America short: The SEC and market contrarians in the age of absurdity. Hoboken, N.J: John Wiley & Sons, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Sauer, Richard. Selling America short: The SEC and market contrarians in the age of absurdity. Hoboken, N.J: John Wiley & Sons, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Gallea, Anthony. Contrarian investing. New York: New York Institute of Finance, 1998.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Crawford, Andy, and Steve Gorton. Contrarios. Madrid: Susaeta, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Contrarians"

1

Bednarek, Monika. "Chapter 11. “What we contrarians already know”." In Corpora, Grammar and Discourse, 257–82. Amsterdam: John Benjamins Publishing Company, 2015. http://dx.doi.org/10.1075/scl.73.12bed.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

"Conclusion. COPYCATS VERSUS CONTRARIANS." In Copycats and Contrarians, 258–66. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-010.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

"4. Animal herds." In Copycats and Contrarians, 97–127. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

"Index." In Copycats and Contrarians, 302–14. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-015.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

"8. Following the leader." In Copycats and Contrarians, 218–57. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-009.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

"Contents." In Copycats and Contrarians, vii—viii. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-toc.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

"Acknowledgements." In Copycats and Contrarians, 299–300. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-013.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

"2. Mob psychology." In Copycats and Contrarians, 41–71. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

"1. Clever copying." In Copycats and Contrarians, 11–40. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-002.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

"Further reading." In Copycats and Contrarians, 293–98. Yale University Press, 2019. http://dx.doi.org/10.12987/9780300231823-012.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Contrarians"

1

KÜRTEN, KARL E. "DYNAMICAL PHASE TRANSITIONS IN OPINION NETWORKS: COEXISTENCE OF OPPORTUNISTS AND CONTRARIANS." In Proceedings of the 31st International Workshop. WORLD SCIENTIFIC, 2008. http://dx.doi.org/10.1142/9789812836625_0039.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Wang, Li-Xin. "What happens when trend-followers and contrarians interplay in stock market." In 2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA). IEEE, 2014. http://dx.doi.org/10.1109/cica.2014.7013247.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Schneider, Johannes J. "Keeping a democracy alive with contrarians and opportunists — Results of simulations based on the Sznajd model." In MODELING COOPERATIVE BEHAVIOR IN THE SOCIAL SCIENCES. AIP, 2005. http://dx.doi.org/10.1063/1.2008595.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Dobrynskaya, Victoria. "AVOIDING MOMENTUM CRASHES: DYNAMIC MOMENTUM AND CONTRARIAN TRADING." In 52nd International Academic Conference, Barcelona. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.052.017.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Garimella, Kiran, Gianmarco De Francisci Morales, Aristides Gionis, and Michael Mathioudakis. "Factors in Recommending Contrarian Content on Social Media." In WebSci '17: ACM Web Science Conference. New York, NY, USA: ACM, 2017. http://dx.doi.org/10.1145/3091478.3091515.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Karig, Daniel E. "A CONTRARIAN VIEW OF THE VALLEY HEADS READVANCE." In 54th Annual GSA Northeastern Section Meeting - 2019. Geological Society of America, 2019. http://dx.doi.org/10.1130/abs/2019ne-325768.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Perl, Martin L. "Mysteries of Mass: Some Contrarian Views From an Experimenter." In C2CR07: COLLIDERS TO COSMIC RAYS. AIP, 2007. http://dx.doi.org/10.1063/1.2775915.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

MAKNICKIENĖ, Nijolė, Jovita MASĖNAITĖ, Viktorija STASYTYTĖ, and Raimonda MARTINKUTĖ-KAULIENĖ. "INVESTIGATION OF THE HERDING AND CONTRARIAN BEHAVIOUR OF INVESTORS." In International Scientific Conference „Contemporary Issues in Business, Management and Economics Engineering". Vilnius Gediminas Technical University, 2021. http://dx.doi.org/10.3846/cibmee.2021.596.

Full text
Abstract:
Purpose – The paper analyses two different paradigms of investor behaviour that exist in the financial mar-ket – the herding and contrarian behaviour. The main objective of the paper is to determine which pattern of investor behaviour better reflects the real changes in the prices of financial instruments in the financial markets. Research methodology – Algorithms of technical analysis, deep learning and classification of sentiments were used for the research; data of positions held by investors were analysed. Data mining was performed using “Tweet Sentiment Visualization” tool. Findings – The performed analysis of investor behaviour has revealed that it is more useful to ground financial decisions on the opinion of the investors contradicting the majority. The analysis of the data on the positions held by investors helped to make sure that the herding behaviour could have a negative impact on investment results, as the opinion of the majority of investors is less in line with changes in the prices of financial instruments in the market. Research limitations – The study was conducted using a limited number of investment instruments. In the future, more investment instruments can be analysed and additional forecasting methods, as well as more records in social networks can be used. Practical implications – Identifying which paradigm of investor behaviour is more beneficial to rely on can offer ap-propriate practical guidance for investors in order to invest more effectively in financial markets. Investors could use investor sentiment data to make practical investment decisions. All the methods used complement each other and can be combined into one investment decision strategy. Originality/Value – The study compared the ratio of open positions not only with real price changes but also with data obtained from the known technical analysis, deep learning and sentiment classification algorithms, which has not been done in previous studies. The applied methods allowed to achieve reliable and original results.
APA, Harvard, Vancouver, ISO, and other styles
9

Zhao, Mei, and Yain-Whar Si. "Trend Following with Contrarian Strategy and Firefly Optimization Algorithm." In 2020 IEEE/WIC/ACM International Joint Conference on Web Intelligence and Intelligent Agent Technology (WI-IAT). IEEE, 2020. http://dx.doi.org/10.1109/wiiat50758.2020.00126.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Luo, Hua, and Ning Li. "Contrarian and Momentum Strategies in Shanghai and Shenzhen 300 Stocks." In 2011 International Conference on Business Computing and Global Informatization (BCGIn). IEEE, 2011. http://dx.doi.org/10.1109/bcgin.2011.70.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Contrarians"

1

Gatev, Evan, and Stephen Ross. Rebels, Conformists, Contrarians and Momentum Traders. Cambridge, MA: National Bureau of Economic Research, August 2000. http://dx.doi.org/10.3386/w7835.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Lakonishok, Josef, Robert Vishny, and Andrei Shleifer. Contrarian Investment, Extrapolation, and Risk. Cambridge, MA: National Bureau of Economic Research, May 1993. http://dx.doi.org/10.3386/w4360.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Gaudette, Robert D., Christopher A. Cook, and Terrence J. Foley. A Contrarian View of Strategic Aerospace Warfare. Fort Belvoir, VA: Defense Technical Information Center, August 1996. http://dx.doi.org/10.21236/ada333285.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Goetzmann, William, and Massimo Massa. Daily Momentum and Contrarian Behavior of Index Fund Investors. Cambridge, MA: National Bureau of Economic Research, February 2000. http://dx.doi.org/10.3386/w7567.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Lo, Andrew, and A. Craig MacKinlay. When are Contrarian Profits Due to Stock Market Overreaction? Cambridge, MA: National Bureau of Economic Research, May 1989. http://dx.doi.org/10.3386/w2977.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Young, Alwyn. Lessons from the East Asian NICs: A Contrarian View. Cambridge, MA: National Bureau of Economic Research, October 1993. http://dx.doi.org/10.3386/w4482.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Noronha, S. Climate Change and Generation Zero – Analysing the 50/50 Campaign: A Communication for Social Change Approach. Unitec ePress, December 2012. http://dx.doi.org/10.34074/ocds.12013.

Full text
Abstract:
Climate change does not respect national boundaries or distinguish between big and small polluters. It is one of the truly global problems humanity faces today. In spite of this, there is a reluctance to believe in the existence of climate change even though the scientific consensus is that human influence bears much of the responsibility. In less than 200 years, human activity has increased the atmospheric concentration of greenhouse gases by some 50 percent relative to pre-industrial levels, leading to an increase in global temperatures. 1 Yet contrarian perspectives abound, given prominence by the media and promoted by fossil fuel lobbies. One such example is Dennis Avery and Fred Singer’s Unstoppable Global Warming: Every 1,500 Years, a book whose premise is that “human-emitted CO2 has played only a minor role” in contributing to climate change.
APA, Harvard, Vancouver, ISO, and other styles
8

Noronha, S. Climate Change and Generation Zero – Analysing the 50/50 Campaign: A Communication for Social Change Approach. Unitec ePress, December 2012. http://dx.doi.org/10.34074/ocds.12013.

Full text
Abstract:
Climate change does not respect national boundaries or distinguish between big and small polluters. It is one of the truly global problems humanity faces today. In spite of this, there is a reluctance to believe in the existence of climate change even though the scientific consensus is that human influence bears much of the responsibility. In less than 200 years, human activity has increased the atmospheric concentration of greenhouse gases by some 50 percent relative to pre-industrial levels, leading to an increase in global temperatures. 1 Yet contrarian perspectives abound, given prominence by the media and promoted by fossil fuel lobbies. One such example is Dennis Avery and Fred Singer’s Unstoppable Global Warming: Every 1,500 Years, a book whose premise is that “human-emitted CO2 has played only a minor role” in contributing to climate change.
APA, Harvard, Vancouver, ISO, and other styles
9

Haddad, Eduardo A., Jaime Bonet-Morón, and Gerson Javier Pérez-Valbuena. Impacto regional de las regalías en Colombia. Banco de la República, May 2022. http://dx.doi.org/10.32468/dtseru.309.

Full text
Abstract:
La extracción de recursos naturales no renovables tiene el potencial de generar ingresos para financiar las actividades del gobierno. Una de las herramientas fiscales más usadas es el cobro de regalías a proyectos mineros ya que suelen estar desligadas de la rentabilidad de estos. Las regalías tienen diferentes canales para impactar positivamente el desarrollo regional, los cuales en algunos casos pueden tener efectos contrarios. Usando un modelo de equilibrio general regional computable, este documento estima los efectos del pago de regalías por parte de las actividades mineras en el desarrollo regional en Colombia. Los resultados evidencian que los beneficios en el bienestar y la reducción de las desigualdades regionales por la imposición de regalías, son mayores que las pérdidas que puede generar en el producto regional. Adicionalmente, se encontraron evidencias de efectos heterogéneos por región y por sector.
APA, Harvard, Vancouver, ISO, and other styles
10

Cardoso, Diogo. Os números da emigração de Vitorino Magalhães Godinho: revisão historiográfica com o caso do Brasil na época moderna. APHES Working Paper in Economic and Social History, March 2022. http://dx.doi.org/10.55462/wpaphes_a_502.

Full text
Abstract:
Vitorino Magalhães Godinho, nos anos de 1970, lançou as bases do que viriam a ser os estudos sobre emigração, ao longo da história, no livro Estrutura da Antiga Sociedade Portuguesa e no seu artigo no primeiro número da revista de História Económica e Social. Esta comunicação pretende discutir os valores de saídas apresentados pelo autor em trabalhos que se tornaram clássicos e inúmeras vezes repetidos. Para tal será feita uma análise dos números lançados por Godinho e uma comparação com os dados apresentados por outros investigadores com o intuito de rever a historiografia sobre o assunto e testar a validade dos seus números – que alguns autores consideram demasiado elevados. Interessa a este estudo perceber também quais as fontes utilizadas para este tipo de abordagens, principalmente até ao século XVIII, antes da introdução do passaporte. Para o fazer será utilizado o estudo de caso do Brasil, território que, ao longo da época moderna, foi concentrando os destinos de emigração daqueles que partiam do reino para fora da Europa. Esta metodologia servirá para discutir as vantagens dos estudos dirigidos a espaços específicos para um apuramento mais afinado do número total de migrantes. Será ainda avançada uma proposta de fonte que pode ser usada com este objetivo: os processos inquisitoriais. A riqueza desta documentação é sobejamente conhecida dos historiadores, mas o seu potencial como fonte para o estudo da emigração numa perspetiva macro é ainda pouco divulgado. Através dela poderemos calcular a dimensão da emigração para determinados espaços, com o Nordeste à cabeça, e perceber também motivações para a partida ou a fixação num território em particular. Estes processos servirão ainda para determinar de onde estes migrantes são naturais, com Lisboa a assumir um peso que contraria os resultados expectáveis junto da bibliografia, ainda que o Entre Douro e Minho mantenha a preponderância.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Contrarians' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography