Trend following with momentum versus moving averages : a tale of differences
Year of publication: |
2020
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Authors: | Zakamulin, Valeriy ; Giner, Javier |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 6, p. 985-1007
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Subject: | Momentum | Moving average | Return predictability | Technical analysis | Trend following | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Momentenmethode | Method of moments | Wertpapierhandel | Securities trading |
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