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The profitability of technical trading rules : empirical application on Asian stock markets

Anghel, Andrei; Kampe, Cristina - In: Information efficiency and anomalies in Asian equity …, (pp. 158-169). 2017

Persistent link: https://www.econbiz.de/10011928448

Using realistic trading strategies in an agent-based stock market model

Llacay, Bàrbara; Peffer, Gilbert - In: Computational and mathematical organization theory 24 (2018) 3, pp. 308-350

Persistent link: https://www.econbiz.de/10011885546

Return predictability and market efficiency : evidence from the Bulgarian Stock Market

Metghalchi, Massoud; Hajilee, Massomeh; Hayes, Linda A. - In: Eastern European economics : EEE 57 (2019) 3, pp. 251-268

Persistent link: https://www.econbiz.de/10012203115

The use of moving average trading rules in Indonesian Stock Market

Sulistiawan, Dedhy; Rudiawarni, Felizia Arni - In: International journal of business and globalisation : IJBG 24 (2020) 1, pp. 139-150

Persistent link: https://www.econbiz.de/10012168670

The anatomy of returns from moving average trading rules in the Russian stock market

Pätäri, Eero; Luukka, Pasi; Federova, Elena; … - In: Applied economics letters 24 (2017) 4/6, pp. 311-318

Persistent link: https://www.econbiz.de/10011704591

An analysis of technical trading rules : the case of MENA markets

Bley, Jorg; Saad, Mohsen M. - In: Finance research letters 33 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430837

The profitability of technical trading rules in the Bitcoin market

Gerritsen, Dirk F.; Bouri, Elie; Ramezanifar, Ehsan; … - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012436962

Information asymmetry and the profitability of technical analysis

Hung, Chiayu; Lai, Hung-neng - In: Journal of banking & finance 134 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013400157

An Alternative Methodological Approach to Assess the Predictive Performance of the Moving Average Trading Rule in Financial Markets : Application to the London Stock Exchange

2022

In this work a modification of the Box-Tiao methodology for the assessment of the impact of external events on time series is proposed as an alternative statistical approach of assessing the predictive performance of the moving average trading rule in financial markets. With the proposed...

Persistent link: https://www.econbiz.de/10013404353

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