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A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...

Milionis, Alexandros E.; Papanagiotou, Evaggelia - In: Applied financial economics 21 (2011) 4/6, pp. 421-436

Persistent link: https://www.econbiz.de/10009124540

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Was expansionary monetary policy feasible during the great contraction? : An examination of the gold standard constraint

Bordo, Michael D.; Choudhri, Ehsan U.; Schwartz, Anna … - In: Explorations in economic history : EEH 39 (2002) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10001644262

Income uncertainty and consumer spending during the Great Depression

Greasley, David; Madsen, Jakob Brøchner; Oxley, Les - In: Explorations in economic history : EEH 38 (2001) 2, pp. 225-251

Persistent link: https://www.econbiz.de/10001572478

Myopic loss aversion, bond returns and the equity premium puzzle

Jagd, Philip; Madsen, Jakob Brøchner - In: Applied financial economics 19 (2009) 16/18, pp. 1383-1390

In an influential paper Bernatzi and Thaler (1995) (B&T) show that Myopic Loss Aversion (MLA) can explain the equity premium in the US over the period 1926 to 1990. However, bond returns, in their simulations, are based on coupons only. Allowing for capital gains on bonds in the simulations...

Persistent link: https://www.econbiz.de/10003886198