Kuang, P.; Schröder, M.; Wang, Q. - In: International Journal of Forecasting 30 (2014) 2, pp. 192-205
We conduct an extensive examination of the profitability of technical analysis in ten emerging foreign exchange markets. Studying 25,988 trading strategies for emerging foreign exchange markets, we find that the best rules can sometimes generate an annual mean excess return of more than 30%....