Technical trading revisited : false discoveries, persistence tests, and transaction costs
Year of publication: |
2012
|
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Authors: | Bajgrowicz, Pierre ; Scaillet, Olivier |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 3, p. 473-491
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Subject: | Technical trading | False discovery rate | Persistence | Transaction costs | Schätzung | Estimation | Transaktionskosten | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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