Search Results - subject:"Trend-following rules"

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Have trend-following signals in commodity futures markets become less reliable in recent years?

Auer, Benjamin R. - In: Financial markets and portfolio management 35 (2021) 4, pp. 533-553

Persistent link: https://www.econbiz.de/10012651788

Tests of technical trading rules and the 52-week high strategy in the corporate bond market

Montgomery, William; Raza, Ahmad; Ülkü, Numan - In: Global finance journal 40 (2019), pp. 85-103

Persistent link: https://www.econbiz.de/10012257041

Drivers of technical trend-following rules' profitability in world stock markets

Ülkü, Numan; Prodan, Eugeniu - In: International review of financial analysis 30 (2013), pp. 214-229

Persistent link: https://www.econbiz.de/10010460311

Drivers of technical trend-following rules' profitability in world stock markets

Ülkü, Numan; Prodan, Eugeniu - In: International Review of Financial Analysis 30 (2013) C, pp. 214-229

Testing short-horizon technical trend-following rules, including the first comprehensive evidence on the relatively … profitability. The main driver of trend-following rules' profitability is return persistence, which, in turn, is negatively related … index futures market lowers profits to short-horizon trend-following rules after controlling for other indicators of market …

Persistent link: https://www.econbiz.de/10011056751