Similar Search Results

Sign matters : stock-movement-based trading decisions of individual investors

Cao, Ji; Muhl, Stefan; Rieger, Marc Oliver; Chen, Hung-Ling - In: Journal of banking & finance 148 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248274

Wettbewerbsvorteile in Kapitalmärkten durch softwaregestützte Handelsstrategien

Himmelreich, Andreas - 2006

Persistent link: https://www.econbiz.de/10003320529

Understanding intraday momentum strategies

Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234

Persistent link: https://www.econbiz.de/10013465878

Time-Series Momentum versus Moving Average Trading Rules

Marshall, Ben R. - 2015

Time-series momentum (TSMOM) and moving average (MA) trading rules are closely related; however there are important differences. TSMOM signals occur at points that coincide with a MA direction change, whereas MA buy (sell) signals only require price to move above (below) a MA. Our empirical...

Persistent link: https://www.econbiz.de/10013035908

(Lack of) momentum in the Investor's Business Daily 100

Jordan, Douglas J.; Robertson, Andrew - In: Investment management and financial innovations 6 (2009) 3, pp. 126-134

Persistent link: https://www.econbiz.de/10003920522

Performance of moving average trading strategies over varying stock market conditions : the Finnish evidence

Pätäri, Eero; Vilska, Mika - In: Applied economics 46 (2014) 22/24, pp. 2851-2872

Persistent link: https://www.econbiz.de/10010417139

The real-life performance of market timing with moving average and time-series momentum rules

Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278

Persistent link: https://www.econbiz.de/10010476240

Empirical investigation of an equity pairs trading strategy

Chen, Huafeng Jason; Chen, Shaojun; Chen, Zhuo; Li, Feng - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 370-389

Persistent link: https://www.econbiz.de/10011991494

Are investors consistent in their trading strategies? : an examination of individual investor-level data

Duxbury, Darren; Yao, Songyao - In: International review of financial analysis 52 (2017), pp. 77-87

Persistent link: https://www.econbiz.de/10011868700

Detailed study of a moving average trading rule

Ferreira, Fernando F.; Silva, A. Christian; Yen, Ju-Yi - In: Quantitative finance 18 (2018) 9, pp. 1599-1617

Persistent link: https://www.econbiz.de/10011913212