Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis
Year of publication: |
2000
|
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Authors: | Taylor, Stephen |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 6.2000, 1, p. 39-69
|
Publisher: |
Taylor & Francis Journals |
Subject: | Stock Prices | Predictability | Trading Rules | Moving Averages | Random Walk Tests | Market Efficiency | Arch Models | Dow Jones Industrial Average | Financial Times Indices |
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