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A note on the use of moving average trading rules to test for weak form efficiency in capital markets
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2008
Persistent link: https://www.econbiz.de/10003939729
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An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets : application to the London stock exchange
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2009
Persistent link: https://www.econbiz.de/10003939919
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A Note on the Use of Moving Average Trading Rules to Test for Weak Form Efficiency in Capital Markets
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2022
This work focuses on the sensitivity of the performance of the moving average (MA) trading rule of technical analysis to changes in the MA length employed. Empirical analysis of daily data from NYSE, the Vienna Stock Exchange (VSE) and the Athens Stock Exchange (ASE) reveal high variability of...
Persistent link: https://www.econbiz.de/10013404360