Showing 1 - 10 of 22
Persistent link: https://www.econbiz.de/10003727922
Persistent link: https://www.econbiz.de/10003757292
We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some...
Persistent link: https://www.econbiz.de/10003886029
Persistent link: https://www.econbiz.de/10008858358
Persistent link: https://www.econbiz.de/10003395949
Persistent link: https://www.econbiz.de/10010532569
Persistent link: https://www.econbiz.de/10011539313
Persistent link: https://www.econbiz.de/10011498071
Persistent link: https://www.econbiz.de/10001769980
We study marketwide liquidity and trading activity in China. Trading activity increases in up markets more than in down markets, which is consistent with the disposition effect and the large number of unsophisticated retail investors in China. Whereas, on average, liquidity and trading activity...
Persistent link: https://www.econbiz.de/10012959574