Ren, Louie; Ren, Peter - In: Managerial Finance 42 (2016) 2, pp. 74-81
Purpose – The purpose of this paper is to look at the power of the Student t -test applied to two independent samples when returns from AR(1) process are categorized into two samples by moving average buy-sell trading rule. Design/methodology/approach – Simulation and empirical study for...