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Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence |
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| Authors: | Abukari Kobana Otchere Isaac |
| Institution: | 1.Laurentian University, Sudbury, ON, P3E 2C6, Canada ;2.Sprott School of Business, Carleton University, 1125 Colonel By Drive, Ottawa, ON, K1S 5B6, Canada ; |
| Abstract: | Financial Markets and Portfolio Management - The possibility of combining the ranking period logic of contrarian (momentum) strategies with the holding period logic of momentum (contrarian)... |
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