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  • 标题:Presence of Contrarian Profits in the Jordan Stock Market
  • 本地全文:下载
  • 作者:Malik R. Elhaj ; Shah Chowdhury
  • 期刊名称:International Business Research
  • 印刷版ISSN:1913-9004
  • 电子版ISSN:1913-9012
  • 出版年度:2018
  • 卷号:11
  • 期号:10
  • 页码:79
  • DOI:10.5539/ibr.v11n10p79
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    Since the late 1980’s academicians have confirmed the presence of various forms of return regularities in stock returns. Two most well-known return regularities are contrarian and momentum profits. This paper – using monthly data for the period 2000 through 2016 – examines the presence of both contrarian profits and their sources in the Jordan stock market. The paper uses the methodology of Lo and MacKinlay (1990) and Jegadeesh and Titman (1995) to examine the presence of contrarian returns as well as the sources of such returns. Unlike other emerging markets where strong contrarian profits are found, Jordan market shows relatively weaker presence of contrarian profits. Moreover, time-series pattern – which is related to specific factors, is considered the main source of contrarian profits.

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