Contrarian

Links

·        Wikipedia: Contrarian investing

Bibliography

·        ANTONIOU, A., E.C. GALARIOTIS and S.I. SPYROU, 2005. Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange. European Financial Management.

·        BACMANN, J.F. and M. DUBOIS, Contrarian Strategies and Cross-Autocorrelations in Stock Returns: Evidence From France. papers.ssrn.com. 

·        BADRINATH, S.G. and O. KINI, 2001. The Robustness of Abnormal Returns from the Earnings Yield Contrarian Investment Strategy. JOURNAL OF FINANCIAL RESEARCH. 

·        BALL, R., S.P. KOTHARI and J. SHANKEN, 1995. Problems in measuring portfolio performance An application to contrarian investment strategies. Journal of Financial Economics. 

·        BALVERS, R., Y. WU and E. GILLILAND, 2000. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies. The Journal of Finance. 

·        BERG, J.E., et al., 1986. Controlling preferences for lotteries on units of experimental exchange. Quarterly Journal of Economics. 

·        BLOCK, J., 1995. A Contrarian View of the Five-Factor Approach to Personality Description. PSYCHOLOGICAL BULLETIN. 

·        BLOLAND, P.B., 2003. A CONTRARIAN VIEW OF MALARIA THERAPY POLICY IN AFRICA. The American Journal of Tropical Medicine and Hygiene. 

·        BORGHESI, C. and S. GALAM, 2006. Chaotic, staggered, and polarized dynamics in opinion forming: The contrarian effect. Physical Review E. 

·        BROUWER, I., J. VAN and C. VELD, Contrarian Investment Strategies In A European Context. papers.ssrn.com. 

·        CHAN, K.C., 1988. On the Contrarian Investment Strategy. Journal of Business. 

·        CHAN, K.C., 1987. On the Return of the Contrarian Investment Strategy. College of Business, Ohio State University.

·        CHAN, L. and J. LAKONISHOK, 1993. Institutional trades and intraday stock price behavior. Journal of Financial Economics. 

·        CHANG, R.P., D.W. MCLEAVEY and S.G. RHEE, 1995. SHORT-TERM ABNORMAL RETURNS OF THE CONTRARIAN STRATEGY IN THE JAPANESE STOCK MARKET. Journal of Business Finance & Accounting. 

·        CHIN, J.Y.F., A.K. PREVOST and A.A. GOTTESMAN, 2002. Contrarian Investing in a Small Capitalization Market: Evidence from New Zealand. The Financial Review. 

·        CHOU, P.H. and H. CHUNG, 1999. Formulation versus Holding Horizons, Time Series Predictability and the Performance of Contrarian …. Journal of Financial Studies. 

·        CLICK, R.W., 1996. Contrarian MacParity. Economics Letters. 

·        CONRAD, J., M.N. GULTEKIN and G. KAUL, 1997. Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency. JOURNAL OF BUSINESS AND ECONOMIC STATISTICS. 

·        CONRAD, J., M.N. GULTEKIN and G. KAUL, 1997. Profitability and riskiness of contrarian portfolio strategies. Journal of Business and Economic Statistics. 

·        COOPER, R.N., 2006. Living with global imbalances: A contrarian view. Journal of Policy Modeling. 

·        CORCOS, A., et al., 2002. Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos. Quantitative Finance. 

·        DARLIN, D., 2007. A Contrarian View: Save Less and Still Retire With Enough. New York Times. 

·        DE, A., et al., 2004. Generalized minority games with adaptive trend-followers and contrarians. Physical Review E. 

·        DE, M.S., J.M. LOPEZ and H.S. WIO, 2005. Spontaneous emergence of contrarian-like behaviour in an opinion spreading model. Europhysics Letters. 

·        DECHOW, P.M. and G. RICHARD, Sloan, 1997, Returns to contrarian investment strategies: Tests of naive expectations hypotheses. Journal of Financial Economics. 

·        DECHOW, P.M. and R.G. SLOAN, 1997. Returns to contrarian investment strategies: Tests of naive expectations hypotheses. Journal of Financial Economics. 

·        DOESWIJK, R.Q., 1997. Contrarian Investment in the Dutch Stock Market. De Economist. 

·        DREHMANN, M., J. OECHSSLER and A. ROIDER, 2005. Herding and Contrarian Behavior in Financial Markets: An Internet Experiment. American Economic Review. 

·        DREMAN, D., 1998. Contrarian Investment Strategies the Next Generation.

·        DREMAN, D.N., The new contrarian investment strategy. Random House.

·        DREMAN, D.N. and E.A. LUFKIN, 1997. Do Contrarian Strategies Work within Industries?(Digest Summary). Journal of Investing. 

·        FARHI, P., 2005. A Bright Future for Newspapers: Stop Hanging the Crepe. A Contrarian Argues That despite Those …. American Journalism Review. 

·        FORNER, C. and J. MARHUENDA, 2003. Contrarian and Momentum Strategies in the Spanish Stock Market. European Financial Management. 

·        FORNER, C.M., J.(2003):“Contrarian and momentum strategies in the Spanish stock market”. European Financial Management. 

·        FORSYTHE, R., et al., 1992. Anatomy of an Experimental Political Stock Market. AMERICAN ECONOMIC REVIEW. 

·        GALAM, S., 2004. Contrarian deterministic effects on opinion dynamics:“the hung elections scenario”. Physica A: Statistical Mechanics and its Applications. 

·        GALAM, S., 2007. From 2000 Bush-Gore to 2006 Italian elections: voting at fifty-fifty and the contrarian effect. Quality and Quantity. 

·        GALARIOTIS, E.C., 2004. Sources of contrarian profits and return predictability in emerging markets. Applied Financial Economics. 

·        GALEF, B.G., 1991. A contrarian view of the wisdom of the body as it relates to dietary self-selection. Psychological Review. 

·        GALEF, B.G., 1991. A contrarian view of the wisdom of the body as it relates to food selection. Psychol. Rev. 

·        GOETZMANN, W.N. and M. MASSA, Daily Momentum And Contrarian Behavior Of Index Fund Investors. papers.ssrn.com. 

·        GRANNAN, E.R., G.H. SWINDLE and S.A.N.T.A. FE, 1994. Contrarians and Volatility Clustering.

·        GREER, C.R. and T.C. IRELAND, 1992. Organizational and Financial Correlates of a" Contrarian" Human Resource Investment Strategy. ACADEMY OF MANAGEMENT JOURNAL. 

·        GREGORY, A., R.D.F. HARRIS and M. MICHOU, 2001. An Analysis of Contrarian Investment Strategies in the UK. Journal of Business Finance & Accounting. 

·        GREGORY, A., R.D.F. HARRIS and M. MICHOU, 2003. Contrarian Investment and Macroeconomic Risk. Journal of Business Finance & Accounting. 

·        GRINBLATT, M., S. TITMAN and R. WERMERS, 1995. Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. AMERICAN ECONOMIC REVIEW. 

·        HAMEED, A. and S. TING, 2000. Trading volume and short-horizon contrarian profits: Evidence from the Malaysian market. Pacific-Basin Finance Journal. 

·        HITCHENS, C., 2001. Letters to a Young Contrarian. Basic Books.

·        HOLDERNESS, C.G., 2005. A Contrarian View of Ownership Concentration in the United States and Around the World. SSRN abstract id. 

·        HORIKOSHI, Y. and A. TAKEMURA, 2007. Implications of contrarian and one-sided strategies for the fair-coin game. Stochastic Processes and their Applications. 

·        JEGADEESH, N. and S. TITMAN, 1995. Overreaction, delayed reaction, and contrarian profits. Review of Financial Studies. 

·        JONES, S.L., 1993. Another look at time-varying risk and return in a long-horizon contrarian strategy. Journal of Financial Economics. 

·        JOSEF, L., A. SHLEIFER and R.W. VISHNY, 1994. Contrarian Investment, Extrapolation, and Risk. Journal of Finance. 

·        KANG, J., M.H. LIU and S.X. NI, 2002. Contrarian and momentum strategies in the China stock market: 1993-2000. Pacific-Basin Finance Journal. 

·        KHERMOUCH, G., 1994. Packard Bell becomes contrarian with launch of sub-brand: Spectria. Brandweek. 

·        KRYZANOWSKI, L. and H. ZHANG, 1992. The Contrarian Investment Strategy Does Not Work in Canadian Markets. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. 

·        KULLMAN, L., 2000. … Picea abies in northern Sweden and adjacent parts of Norway. A contrarian hypothesis of postglacial …. GEOOKO-BENSHEIM-. 

·        KUMAR, A., 1999. Behavior of momentum following and contrarian market timers. Yale School of Management Working Paper. 

·        LAKONISHOK, J. and S. SMITH, A., Shleifer, and R., Vishny, 1994, Contrarian investment, extrapolation, and risk. Journal of Finance. 

·        LAKONISHOK, J., A. SHLEIFER and R.W. VISHNY, 1994. Contrarian Investment. Extrapolation, and Risk, Journal of Finance. 

·        LAKONISHOK, J., A. SHLEIFER and R.W. VISHNY, 1993. Contrarian Investment, Extrapolation, and Risk. NBER Working Paper. 

·        LAKONISHOK, S., ance. Vishny, 1994," Contrarian Investment. Extrapolation and Risk," Journal of F. 

·        LAKONISHOK, S. and R.W. ANDREISHLEIFER, 1994. Vishny (1994), Contrarian Investment, Extrapolation, and Risk. Journal of Finance. 

·        LEE, D.D., et al., 2003. Short-term contrarian investing�is it profitable?… Yes and No. Journal of Multinational Financial Management. 

·        LEVIS, M. and M. LIODAKIS, 2001. Contrarian Strategies and Investor Expectations: The UK Evidence. FINANCIAL ANALYSTS JOURNAL.

·        LINDH, A.G., 2003. Long-term earthquake forecasts in the San Francisco Bay area: A contrarian perspective. Eos, Transactions, American Geophysical Union. 

·        LINNAINMAA, J., Who Makes the Limit Order Book? Implications for Contrarian Strategies, Attention-Grabbing …. papers.ssrn.com. 

·        LO, A.W. and A.C. MACKINLAY, 1989. When are Contrarian Profits Due to Stock Market Overreaction?. NBER Working Paper. 

·        MACDONALD, G.J., 2004. Contrarian finding: computers are a drag on learning. Christian Science Monitor. 

·        MORRIN, M., et al., 2002. Taking Stock of Stockbrokers: Exploring Momentum versus Contrarian Investor Strategies and Profiles. Journal of Consumer Research. 

·        MUN, J.C., G.M. VASCONCELLOS and R. KISH, 2000. The Contrarian/Overreaction Hypothesis An analysis of the US and Canadian stock markets. Global Finance Journal. 

·        MUN, J.C., G.M. VASCONCELLOS and R. KISH, 1999. Tests of the Contrarian Investment Strategy Evidence from the French and German stock markets. International Review of Financial Analysis. 

·        MUN, J.C., R.J. KISH and G.M. VASCONCELLOS, 2001. The contrarian investment strategy: additional evidence. Applied Financial Economics. 

·        NAM, K., C.S. PYUN and A.C. ARIZE, 2002. Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach. Journal of Empirical Finance. 

·        NAM, K., C.S. PYUN and A.C. ARIZE, 2002. Asymmetric Return Reversals and Contrarian Profits: ANST-GARCH Approach. Journal of Empirical Finance. 

·        OTCHERE, I. and J. CHAN, 2003. Short-Term Overreaction in the Hong Kong Stock Market: Can a Contrarian Trading Strategy Beat the …. The Journal of Behavioral Finance. 

·        PETERS, D.J., 1991. Using PE/Growth Ratios to Develop a Contrarian Approach to Growth Stocks. Journal of Portfolio Management. 

·        PIERPONT, C.R., 1997. A Society of One: Zora Neale Hurston, American Contrarian. New Yorker. 

·        PIOTROSKI, J.D. and D.T. ROULSTONE, 2005. Do insider trades reflect both contrarian beliefs and superior knowledge about future cash flow …. Journal of Accounting and Economics. 

·        PIRINSKY, C., 2002. Herding and Contrarian Trading of Institutional Investors.

·        PLOTT, C.R., et al., 2003. Parimutuel betting markets as information aggregation devices: experimental results. Economic Theory. 

·        PYO, H.K., 1996. The East Asian Miracle or Myth: A Reconciliation between the Conventional View and the Contrarian …. Economic Bulletin. 

·        RIDLEY, M., 1995. Down to earth: a contrarian view of environmental problems. fao.org.

·        SAMPLE, S., 2002. The Contrarian's Guide to Leadership. School Administrator. 

·        SCHIERECK, D., W. DE and M. WEBER, 1999. Contrarian and Momentum Strategies in Germany. Financial Analysts Journal. 

·        SCHULTE, D., 1996. Tailor-made and standardized therapy: Complementary tasks in behavior therapy a contrarian view. Journal of Behavior Therapy and Experimental Psychiatry. 

·        SCHWARTZ, P. and K. KELLY, 1996. The Relentless Contrarian. The Ottawa Citizen. 

·        SHEN, Q., A.C. SZAKMARY and S.C. SHARMA, 2005. Momentum and contrarian strategies in international stock markets: Further evidence. Journal of Multinational Financial Management.

·        SHLEIFER, A., J. LAKONISHOK and R. VISHNY, 1994. Contrarian Investment, Extrapolation, and Risk. Journal of Finance. 

·        SIMMONS, A.H., 1992. Under Western Eyes: The Ludic Text.

·        SMIL, V., 1994. Some Contrarian Notes on Environmental Threats to National Security. Canadian Foreign Policy. 

·        STAUFFER, D. and J.S. S�, 2004. Simulation of Galam's contrarian opinions on percolative lattices. Physica A: Statistical Mechanics and its Applications. 

·        STOLL, C., 1999. … heretic: why computers don't belong in the classroom and other reflections by a computer contrarian. … reflections by a computer contrarian/Clifford Stoll. New …. 

·        WIO, H.S., M.S. DE and J.M. L�PEZ, 2006. Contrarian-like behavior and system size stochastic resonance in an opinion spreading model. Physica A: Statistical Mechanics and its Applications.

·        WOODLAND, B.M. and L.M. WOODLAND, 2000. Testing Contrarian Strategies in the National Football League. Journal of Sports Economics. 

·        YOUNG, A., 1994. Lessons from the East Asian NICS: A contrarian view. European Economic Review. 

·        YOUNG, A., 1994. Lessons from the NICs: A Contrarian View. European Economic Review. 

·        ZHONG, L.X., et al., 2005. Effects of contrarians in the minority game. Physical Review E.