Testing moving average trading strategies on ETFs
Year of publication: |
2020
|
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Authors: | Huang, Jing-Zhi ; Huang, Zhijian |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 57.2020, p. 16-32
|
Subject: | Data-snooping bias | Exchange traded funds | Moving average | Technical trading rules | Wertpapierhandel | Securities trading | Indexderivat | Index derivative | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund |
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