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- W2282247369 abstract "This paper examines the profi tability of momentum and contrarian strategies in the Colombo Stock Exchange (CSE) around 1 to 12 months horizon covering the period from October 1991 to June 2005. We follow the same methodology of Jegadeesh and Titman (1993). The study fi nds that momentum strategies are highly profi table in the CSE. Examining between pre-and post-automation periods of the CSE, we fi nd evidence that momentum strategies are signifi cantly more profi table during post-automation period. Keywords: Momentum Strategies, Contrarian Strategies, Colombo Stock Exchange For full paper: fmscresearch@sjp.ac.lk" @default.
- W2282247369 created "2016-06-24" @default.
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- W2282247369 date "2008-01-01" @default.
- W2282247369 modified "2023-09-28" @default.
- W2282247369 title "PROFITABILITY OF MOMENTUM AND CONTRARIAN STRATEGIES IN THE COLOMBO STOCK EXCHANGE (CSE)" @default.
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