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ZHU Xi1，CHEN Jun-fang1，XU Zheng-sheng2
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Abstract: This article studied the momentum and contrarian in Shanghai A stock market and Shenzhen A stock market using Jegadeesh and Titman method.The case study shows that it is of strong relation in stock’s price of Shanghai A stock market and Shenzhen A stock market.There shows the momentum in shorttime and longtime,while the contrarian in midtime.On the other hand,it has more strong momentum profit in Shenzhen A stock market than in Shanghai A stock.
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F 830.91
ZHU Xi1，CHEN Jun-fang1，XU Zheng-sheng2. The Momentum and Contrarian in Shanghai A Stock Market and Shenzhen A Stock Market[J]. Journal of Shanghai Jiaotong University.
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URL: https://xuebao.sjtu.edu.cn/EN/
https://xuebao.sjtu.edu.cn/EN/Y2008/V42/I11/1788
