Showing 1 - 7 of 7
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/10012816573
Persistent link: https://www.econbiz.de/10009656832
Persistent link: https://www.econbiz.de/10009262104
Persistent link: https://www.econbiz.de/10009515650
We examine the performance of electronic stock traders who are dispersed geographically throughout the United States. When traders located in and outside of the New York City (financial center) area trade the same stock at the same time, financial center traders perform better. Overall, we find...
Persistent link: https://www.econbiz.de/10013038542
Persistent link: https://www.econbiz.de/10011634726