Technical Trading Profitability in Greek Stock Market

We examine the performance of various types of technical trading rules in the Athens Stock Exchange (ASE). In particular, this study examines the predictability of daily returns for the ASE by using the various moving averages rules. Due to the problem of non-normality on distribution of the abnormal returns identified, the bootstrap methodology under the null models of AR(1) and GARCH(1,1) is proposed. Overall, our results provide strong support for the examined technical strategies

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Year of publication:	2014
Authors:	Vasiliou, Dimitrios
Other Persons:	Eriotis, Nikolaos (contributor) ; Papathanasiou, Spyros (contributor)
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Griechenland \| Greece \| Aktienmarkt \| Stock market \| Finanzanalyse \| Financial analysis

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Extent:	1 Online-Ressource (14 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: The Empirical Economics Letters, 7(7), pp 749-756, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2008 erstellt
Classification:	G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013047628