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Testing for cointegration between international stock prices

Ahlgren, Niklas; Antell, Jan - In: Applied financial economics 12 (2002) 12, pp. 851-861

Persistent link: https://www.econbiz.de/10001724679

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

The importance of variance stationarity in economic time series modelling : a practical approach

Milionis, Alexandros E. - In: Applied financial economics 14 (2004) 4, pp. 265-278

Persistent link: https://www.econbiz.de/10001939285

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

Panel cointegration of Chinese A and B shares

Ahlgren, Niklas; Sjö, Bo; Zhang, Jianhua - In: Applied financial economics 19 (2009) 22/24, pp. 1859-1871

Persistent link: https://www.econbiz.de/10003921093