Similar Search Results

A simple return generating model in discrete time : implications and potential applications for market efficiency testing and technical analysis

Milionis, Alexandros E. - In: Theoretical economics letters 9 (2019) 4, pp. 973-985

Persistent link: https://www.econbiz.de/10012023083

The importance of variance stationarity in economic time series modelling : a practical approach

Milionis, Alexandros E. - In: Applied financial economics 14 (2004) 4, pp. 265-278

Persistent link: https://www.econbiz.de/10001939285

Forecasting economic time series in the presence of variance instability and outliers

Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - In: Theoretical economics letters 9 (2019) 8, pp. 2940-2964

Persistent link: https://www.econbiz.de/10012214751

The influence of foreign markets on the Athens stock exchange

Milionis, Alexandros E.; Moschos, Dēmētrios M.; … - In: Spudai / University of Piraeus : journal of economics … 48 (1998) 1/4, pp. 140-156

Persistent link: https://www.econbiz.de/10001519898

Estimation and analysis of external debt in the private sector

Karapappas, Andreas P.; Milionis, Alexandros E. - In: Economic bulletin (1999) 14, pp. 43-54

Persistent link: https://www.econbiz.de/10001580983

The effect of hard and soft information and communication technologies investment on manufacturing business performance in Greece : a preliminary econometric study

Loukis, Euripides N.; Sapounas, Ioakim A.; Milionis, … - In: Telematics and informatics : an interdisciplinary … 26 (2009) 2, pp. 193-210

Persistent link: https://www.econbiz.de/10003841948

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Special issue: Applied financial economics

Milionis, Alexandros E. (contributor) - 2010

Persistent link: https://www.econbiz.de/10008666453

A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...

Milionis, Alexandros E.; Papanagiotou, Evaggelia - In: Applied financial economics 21 (2011) 4/6, pp. 421-436

Persistent link: https://www.econbiz.de/10009124540

On the use of the moving average trading rule to test for weak form efficiency in capital markets

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 2, pp. 181-201

Persistent link: https://www.econbiz.de/10003780293