Coutts, J. Andrew - In: Applied Financial Economics 20 (2010) 21, pp. 1667-1672
This article re-examines the work of Coutts and Cheung (2000), who investigated the applicability and validity of trading rules in the Hang Seng Index (HSI) on the Hong Kong Stock Exchange (HKSE) for the period January 1985 through June 1997, and for two subsamples of equal length, partitioned...