Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 20 for “"Contrarian"”.
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A time and frequency domain analysis of contrarian trading strategies/
… may substantially affect the profitability of contrarian trading strategies
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Defeating Cap-and-Trade: Contrarian Access, Organised Disinformation, and the Influence of Fossil Fuel Money in Congress
… three interrelated questions: the extent of contrarian witness representation at congressional hearings, the rhetorical strategies employed to undermine cap-and-trade, and the behavioural responses of committee members to fossil fuel industry contributions. The dissertation combines …
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Testing for the Johannesburg stock exchange as an efficient market : contrarian investment strategies and mean reversion on the JSE
The objective of the discussions and tests presented in this dissertation is to test the JSE as an efficient market. The statistical tests will be undertaken with the aim of observing trends in returns to investments on the JSE, whilst investment strategies that are based on assumptions contrary to …
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CONTRACT V. TRUST: AN EXAMINATION OF TRUST FORMATION IN CONTRACTING DYADS.
… organizational scholars, entitled the “contract contrarian perspective” by this research, who tout that the introduction of written contracts has a negative effect on trust between the parties. The apex objective of this study was to examine how contracts affect the existence and development of …
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The cover story effect : investors’ reactions to cover stories and the impact on share price
… to analyse whether there was any momentum or contrarian signals. The holding period returns were also adjusted for that of the average of the resources index (J258) to ascertain whether the returns were abnormal or not. The results have shown that in some instances, such as with neutral cover …
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Dynamic trading and behavioral finance
… institutional investors expect to exhibit highly contrarian reactions to past returns in terms of their equity allocations. Financial advisors are also mostly contrarian; a few of them demonstrate passive behavior. In contrast, individual investors are, on average, extrapolative, and can be …
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Three Essays on the Long-Run Performance of New Issues and Extreme Performers
… not solely responsible for the success of the contrarian strategy and that pooled cross-section time-series regressions should not be used in studies using stock returns as the dependent variable when one is attempting to discern cross-sectional patterns.
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Short Interest and the Cross-Section of S&P500 Share Returns
… relationship at the 10% level, supporting the “contrarian view”. An increase in the short float ratio of 1% leads to a 19.6 basis point increase in excess return in the subsequent month. Overall, our results for the short interest ratio support the efficient market hypothesis. In contrast, the …
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Does Pairs trading work on the Johannesburg Stock Exchange?
… price relationship and traded accordingly, in a contrarian manner, when they diverge from said historical relationship. The essence of Pairs trading is to take advantage of perceived market inefficiencies, which is a direct contradiction of the Efficient Markets Hypothesis (even in its weak …
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Spectral analysis of high-frequency finance
… various portfolio returns, (2) an analysis of contrarian trading strategies and the introduction of a novel technique for managing frequency exposures of general strategies, and (3) a case analysis of recent market shocks. The great extent to which our empirical results align with financial …
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Testing a price breakout strategy using Donchian Channels
… studied academic field in South Africa. The contrarian trading strategy comprises three systems that generate idiosyncratic entry and exit signals using Donchian Channel theory to identify a price breakout from an average true range (ATR) band in the attempt to profitably trade on a price …
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AN EMPIRICAL INVESTIGATION OF THE BEHAVIOUR OF FOREIGN INVESTORS IN EMERGING MARKETS
… on other markets, foreign investors act in a contrarian manner with respect to past local returns in ISE, however only in rising markets. The findings do not support the price pressure hypothesis; instead the price impact is permanent supporting the base-broadening and information hypotheses. …
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On commodity trading strategies: momentum, term structure, maturity, indexation
… in commodity futures prices are examined. While contrarian strategies do not work, 13 profitable momentum strategies have been identified that generate 9.38% average return a year. On average the momentum strategies buy backwardated contracts and sell contangoed contracts. Testing the direct …
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Sites of indigenous language practice : geography of American Indian language policy
… separated communities to hundreds of years of contrarian policies and sometimes a collective lack of interest. Today, indigenous language use has become an integral part of self-determination and political sovereignty, sometimes more so than a communicative activity. This dissertation examines …
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Cross-sectional and time-series momentum on the JSE
… earn strong negative returns, thus presenting contrarian investment opportunities The two exposure-neutral winner minus loser time-series strategies exhibit similar results to the corresponding cross-sectional strategies, however the variable exposure strategies earn positive returns for every …
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Anlagestrategie Behavioral Finance : die Bedeutung verhaltensorientierter Anlagestrategien in der amerikanischen und deutschen Fondsindustrie
… investment strategies are the momentum, contrarian, and earnings surprise strategies, whose justification is usually directly and almost exclusively associated with the bounded rationality of human decision behavior. On the other hand, the author also includes in the investigations the …
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Essays on Sell-Side Analysts
… his recommendation, such timing calls are contrarian valuation calls. Analysts issue timing downgrades (upgrades) in response to price increases (declines) since the release of their prior report on the firm. 30% of all revisions are timing reports, indicating the importance of the timing …
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A Treatise on Downside Risk
This dissertation is comprised of two papers. The first paper (Chapter 1) provides the theoretical foundation for the estimation of systematic downside risk. Using a new approach, I derive a measure of downside systematic risk, downside beta, that is free of the endogeneity problem and thus …
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Dangerous Subjects: U.S. War Narrative, Modern Citizenship, and the Making of National Security, 1890-1964
… war representation increasingly captures contrarian desire in a conservative undertow, acclimating citizens to the Cold War consensus and its culture of consumption. One of the central objects of my critique involves the de-politicization enabled by the psychic puzzling of the “inward …