Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis
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- Metghalchi, Massoud & Chen, Chien-Ping & Hayes, Linda A., 2015. "History of share prices and market efficiency of the Madrid general stock index," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 178-184.
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- Shynkevich, Andrei, 2013. "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, vol. 69(C), pages 64-85.
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- repec:eee:reveco:v:53:y:2018:i:c:p:168-184 is not listed on IDEAS
More about this item
KeywordsStock Prices; Predictability; Trading Rules; Moving Averages; Random Walk Tests; Market Efficiency; Arch Models; Dow Jones Industrial Average; Financial Times Indices;
StatisticsAccess and download statistics
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