Exploring Contrarian Degree in the Trading Behavior of China's Stock Market

We study the contrarian and trend-following trading behavior of market timers in China's stock market. Using a network model to describe interpersonal relationships, we deploy the Ising model to capture trading strategies for both contrarians and followers. With empirical data of China's s...

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Bibliographic Details
Main Authors: Yue Chen, Xiaojian Niu, Yan Zhang
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2019/1678086
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