Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 75-84.
- 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.
More about this item
KeywordsTechnical trading strategies; Asymmetric reverting property; Nonlinear autoregressive models; Pacific Basin stock markets; C53; G10; G14;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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