Pätäri, Eero; Vilska, Mika - In: Applied Economics 46 (2014) 24, pp. 2851-2872
This article examines the profitability of dual moving average crossover (DMAC) trading strategies in the Finnish stock market over the period 1996 to 2012. It contributes to the existing technical analysis literature by comparing for the first time the performance of DMAC trading portfolios of...