Predictability of the simple technical trading rules : an out-of-sample test
Jiali Fang; Ben Jacobsen; Yafeng Qin
| Year of publication: |
2014
|
|---|---|
| Authors: | Fang, Jiali ; Jacobsen, Ben ; Qin, Yafeng |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 23.2014, 1, p. 30-45
|
| Subject: | Technical analysis | Market efficiency | Out-of-sample tests | Return predictability | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Wertpapierhandel | Securities trading | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442638