Profitability of simple technical trading rules of Chinese stock exchange indexes
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- Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Papers 1504.04254, arXiv.org.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ma, Junjun & Xiong, Xiong & He, Feng & Zhang, Wei, 2017. "Volatility measurement with directional change in Chinese stock market: Statistical property and investment strategy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 169-180.
- Chen, Shi & Bao, Si & Zhou, Yu, 2016. "The predictive power of Japanese candlestick charting in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 148-165.
- repec:eee:quaeco:v:66:y:2017:i:c:p:115-126 is not listed on IDEAS
- repec:eee:phsmap:v:501:y:2018:i:c:p:188-204 is not listed on IDEAS
- Cui, Ling-xiao & Long, Wen, 2016. "Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 498-508.
More about this item
KeywordsEconophysics; Technical trading rules; Profitability; White’s Reality Check; Bootstrap; Transaction costs;
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