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Winner-Loser Reversals in National Stock Market Indices

Winner-Loser Reversals in National Stock Market Indices »

Source: Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained?

Volume/Issue: 1997/182

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

ISBN: 9781451859232

Keywords: International equity pricing, winner&;amp;#x2013;loser reversals, contrarian strategies, stock market, stock market indices, constant term, predictability, stock markets

This paper examines possible explanations for “winner–loser reversals” in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner co...

Winner-Loser Reversals in National Stock Market Indices
			: Can they Be Explained?

Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained? »

Volume/Issue: 1997/182

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

DOI: http://dx.doi.org/10.5089/9781451859232.001

ISBN: 9781451859232

Keywords: International equity pricing, winner&;amp;#x2013;loser reversals, contrarian strategies, stock market, stock market indices, constant term, predictability, stock markets

This paper examines possible explanations for “winner–loser reversals” in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner co...