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The profitability of technical trading rules in the Asian stock markets

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Author Info
Bessembinder, Hendrik
Chan, Kalok

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Article provided by Elsevier in its journal Pacific-Basin Finance Journal.

Volume (Year): 3 (1995)
Issue (Month): 2-3 (July)
Pages: 257-284
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Handle: RePEc:eee:pacfin:v:3:y:1995:i:2-3:p:257-284

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  1. J. Wang & B. M. Burton & D. M. Power, 2004. "Analysis of the overreaction effect in the Chinese stock market," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 437-442, June. [Downloadable!] (restricted)
  2. Bill Cai & Charlie Cai & Kevin Keasey, 2005. "Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets," Asia-Pacific Financial Markets, Springer, vol. 12(1), pages 45-60, March. [Downloadable!] (restricted)
  3. Alexandros E. Milionis & Evangelia Papanagiotou, 2008. "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers 91, Bank of Greece. [Downloadable!]
  4. Colin Fyfe & John Marney & Heather Tarbert, 2005. "Risk adjusted returns from technical trading: a genetic programming approach," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1073-1077, October. [Downloadable!] (restricted)
  5. Chin-Shien Lin & Haider Ali Khan & Chi-Chung Huang, 2002. "Can the neuro fuzzy model predict stock indexes better than its rivals?," CIRJE F-Series CIRJE-F-165, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  6. Terence Tai-Leung Chong & Sheung Tat Chan, 2008. "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, Economics Bulletin, vol. 7(7), pages 1-7. [Downloadable!]
  7. Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany. [Downloadable!]
  8. Suzanne Fifield & David Power & C. Donald Sinclair, 2005. "An analysis of trading strategies in eleven European stock markets," European Journal of Finance, Taylor and Francis Journals, vol. 11(6), pages 531-548, December. [Downloadable!] (restricted)
  9. Fernando Fernández-Rodríguez & Christian González-Martel & Simón Sosvilla-Rivero, 2005. "Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 773-775, July. [Downloadable!] (restricted)
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  10. Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Review of Applied Economics, Review of Applied Economics, vol. 1(2). [Downloadable!]
    Other versions:
  11. Yochanan Shachmurove & Uri BenZion & Paul Klein & Joseph Yagil, 2001. "A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices," Penn CARESS Working Papers 4731f3394c43bebf4d3191c81, Penn Economics Department. [Downloadable!]
  12. Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis. [Downloadable!]
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