Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of Shanghai Jiaotong University》 2008-11
Add to Favorite Get Latest Update

The Momentum and Contrarian in Shanghai A Stock Market and Shenzhen A Stock Market

ZHU Xi~1,CHEN Jun-fang~1,XU Zheng-sheng~2(1.Antai College of Economics & Management,Shanghai Jiaotong University,Shanghai 200052,China;2.Xuri Business Administration,Donghua University,Shanghai 200051,China)  
This article studied the momentum and contrarian in Shanghai A stock market and Shenzhen A stock market using Jegadeesh and Titman method.The case study shows that it is of strong relation in stock's price of Shanghai A stock market and Shenzhen A stock market.There shows the momentum in short-time and longtime,while the contrarian in mid-time.On the other hand,it has more strong momentum profit in Shenzhen A stock market than in Shanghai A stock.
【CateGory Index】: F832.51;F224
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved