Dinică, Mihai Cristian; Erica Cristina (Balea) Dinică - In: Romanian Economic Journal 18 (2015) 55, pp. 25-38
Using a trading system based on various simple moving average crossings, the paper examines the weak-form market efficiency of the wheat traded at the Euronext exchange. After optimizing over the sample period, the best strategy is selected and then applied over the out-of-sample period. The...