Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.
- Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Testing the performance of technical trading rules in the Chinese markets based on superior predictive test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 114-123.
More about this item
Keywordsvariable-length moving average; trading range breakout; financial reform and liberalization measures; Financial Economics; International Relations/Trade; Marketing; Public Economics; G14; G15;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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