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Persistent link: https://www.econbiz.de/10011672614
This paper examines the profitability of index trading strategies that are based on dual moving average crossover (DMAC) rules in the Russian stock market over the 2003–2012 period. It contributes to the existing technical analysis (TA) literature by comparing for the first time in emerging...
Persistent link: https://www.econbiz.de/10012859037
This paper examines the profitability of dual moving average crossover (DMAC) trading strategies in the Russian stock market over the 2003–2012 period. It contributes to the existing technical analysis (TA) literature by testing, for the first time, the applicability of ordered weighted moving...
Persistent link: https://www.econbiz.de/10012859100