Metghalchi, Massoud - In: Journal of Prediction Markets 7 (2013) 2, pp. 11-27
We apply several well-known and popular technical indicators to the daily data for the Vietnam Ho Chi Minh stock index (VSI) from 5/15/2002 to October 31 of 2012. The empirical results strongly support the predictive power of technical trading rules; these strong results also hold for each...