Metghalchi, Massoud; Durmaz, Nazif; Cloninger, Peggy; … - In: International Journal of Islamic and Middle Eastern … 14 (2021) 4, pp. 713-731
Purpose: This paper aims to investigate popular technical trading rules (TTRs) applied to the FTSE Turkish all-cap and small-cap indexes from September 23, 2003 to August 9, 2019 to determine rules that produce net excess returns over the Buy-and-Hold strategy (B&H)....
