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An Analysis of Contrarian Investment Strategies in the UK

Citations

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Cited by:

  1. Chelley-Steeley, Patricia & Siganos, Antonios, 2008. "Momentum profits in alternative stock market structures," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 131-144, April.
  2. Norman Strong, 2003. "Discussion of Contrarian Investment and Macroeconomic Risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 257-262, January.
  3. James Foye, 2018. "Testing alternative versions of the Fama–French five-factor model in the UK," Risk Management, Palgrave Macmillan, vol. 20(2), pages 167-183, May.
  4. Keith Anderson & Chris Brooks, 2006. "The Long‐Term Price‐Earnings Ratio," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1063-1086, September.
  5. Ye, Qing & Turner, John D., 2014. "The cross-section of stock returns in an early stock market," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 114-123.
  6. Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou, 2006. "Short‐term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 839-867, June.
  7. Keith Lam & Frank Li, 2008. "The risk premiums of the four-factor asset pricing model in the Hong Kong stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 18(20), pages 1667-1680.
  8. Mattias Hamberg & Jiri Novak, 2010. "Accounting Conservatism and Transitory Earnings in Value and Growth Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 518-537, June.
  9. Eero Pätäri & Timo Leivo, 2017. "A Closer Look At Value Premium: Literature Review And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 79-168, February.
  10. Alan Gregory, 2005. "The Long Run Abnormal Performance of UK Acquirers and the Free Cash Flow Hypothesis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5‐6), pages 777-814, June.
  11. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
  12. S. Ozornov, 2015. "Validity Of Fama And French Model On Rts Index," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 3(4), pages 22-43.
  13. Daniel Chi‐Hsiou Hung & Mark Shackleton & Xinzhong Xu, 2004. "CAPM, Higher Co‐moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(1‐2), pages 87-112, January.
  14. Amit Hedau, 2020. "Value Investing: Evidence From Listed Construction And Infrastucture Sector Companies In India," Romanian Economic Business Review, Romanian-American University, vol. 15(4), pages 104-114, december.
  15. Xuebing Yang & Huilan Zhang, 2023. "Evolution of short-term contrarian profits," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(1), pages 1-27, July.
  16. Edward Lee & Weimin Liu & Norman Strong, 2007. "UK Evidence on the Characteristics versus Covariance Debate," European Financial Management, European Financial Management Association, vol. 13(4), pages 742-756, September.
  17. Alan Gregory, 2005. "The Long Run Abnormal Performance of UK Acquirers and the Free Cash Flow Hypothesis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5-6), pages 777-814.
  18. Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper series 31_10, Rimini Centre for Economic Analysis.
  19. Leone, Vitor & de Medeiros, Otavio Ribeiro, 2015. "Signalling the Dotcom bubble: A multiple changes in persistence approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 77-86.
  20. Jonathan Fletcher, 2017. "An Empirical Examination of the Incremental Contribution of Stock Characteristics in UK Stock Returns," IJFS, MDPI, vol. 5(4), pages 1-19, October.
  21. Alan Gregory & Maria Michou, 2009. "Industry Cost of Equity Capital: UK Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 679-704, June.
  22. Sudi Sudarsanam & Ashraf A. Mahate, 2003. "Glamour Acquirers, Method of Payment and Post‐acquisition Performance: The UK Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 299-342, January.
  23. Patricia Chelley-steeley & Antonios Siganos, 2004. "Momentum profits and macroeconomic factors," Applied Economics Letters, Taylor & Francis Journals, vol. 11(7), pages 433-436.
  24. Muhammad Kashif & Sanyah Saad & Imran Umer Chhapra & Farhan Ahmed, 2018. "An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE)," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(4), pages 449-465, April.
  25. Edward Lee & Stephen Lin, 2008. "Corporate Sell‐offs in the UK: Use of Proceeds, Financial Distress and Long‐run Impact on Shareholder Wealth," European Financial Management, European Financial Management Association, vol. 14(2), pages 222-242, March.
  26. Andrikopoulos, Panagiotis, 2009. "Seasoned equity offerings, operating performance and overconfidence: Evidence from the UK," Journal of Economics and Business, Elsevier, vol. 61(3), pages 189-215.
  27. Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014. "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, vol. 46(3), pages 281-294.
  28. Gregory, Alan & McCorriston, Steve, 2005. "Foreign acquisitions by UK limited companies: short- and long-run performance," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 99-125, January.
  29. Nawar Hashem & Larry Su, 2015. "Industry Concentration and the Cross-Section of Stock Returns: Evidence from the UK," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(4), pages 769-785, August.
  30. Maria Michou, 2009. "Is the Value Spread a Good Predictor of Stock Returns? UK Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 925-950, September.
  31. McInish, Thomas H. & Ding, David K. & Pyun, Chong Soo & Wongchoti, Udomsak, 2008. "Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 312-329.
  32. Alan Gregory & Cherif Guermat & Fawaz Al‐Shawawreh, 2010. "UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 612-647, June.
  33. Walid Saleh, 2014. "Explaining the Cross-Sectional Patterns of UK Expected Stock Returns: The Effect of Intangibles," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(2), pages 160-170, April.
  34. Angela J. Black & David G. McMillan, 2004. "Non‐linear Predictability of Value and Growth Stocks and Economic Activity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 439-474, April.
  35. Keith Anderson & Chris Brooks, 2005. "The Long-Term P/E Radio," ICMA Centre Discussion Papers in Finance icma-dp2005-02, Henley Business School, University of Reading.
  36. Xiafei Li & Chris Brooks & Joëlle Miffre, 2009. "The Value Premium and Time‐Varying Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9‐10), pages 1252-1272, November.
  37. Chau Duong & Gioia Pescetto & Daniel Santamaria, 2014. "How value-glamour investors use financial information: UK evidence of investors' confirmation bias," The European Journal of Finance, Taylor & Francis Journals, vol. 20(6), pages 524-549, June.
  38. Alan Gregory & Richard D.F. Harris & Maria Michou, 2003. "Contrarian Investment and Macroeconomic Risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 213-256, January.
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