Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 12 (2005)
Issue (Month): 1 (March)
Contact details of provider:
Web page: http://springerlink.metapress.com/link.asp?id=102851
technical trading rules; market evolution; Chinese stock markets;
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1996-11, University of Guelph, Department of Economics and Finance.
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- Gencay, Ramazan, 1998. "The predictability of security returns with simple technical trading rules," Journal of Empirical Finance, Elsevier, vol. 5(4), pages 347-359, October.
- repec:att:wimass:9118 is not listed on IDEAS
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
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- Blake LeBaron, .
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_007, University of Wisconsin - Madison.
- Hui Qu & Xindan Li, 2014. "Building Technical Trading System with Genetic Programming: A New Method to Test the Efficiency of Chinese Stock Markets," Computational Economics, Society for Computational Economics, vol. 43(3), pages 301-311, March.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011.
"Is the Chinese Stock Market Really Efficient,"
35219, University Library of Munich, Germany.
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