Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis
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- Dan Anghel, 2013. "How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market?," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(2), pages 089-115, December.
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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