Technical Trading Rules and the Size of the Risk Premium in Security Returns
Among analysts, technical trading rules are widely used for forecasting security returns. Recent literature provides edivende that these rules may provide positive profits after accounting for transaction costs. This would be contrary to the theory of the efficient market hypothesis which states that security prices cannot be forecasted from their past values or other past variables.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Postal: Guelph, Ontario, N1G 2W1|
Phone: (519) 824-4120 ext. 53898
Fax: (519) 763-8497
Web page: https://www.uoguelph.ca/economics/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:gue:guelph:1996-11. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stephen Kosempel)
If references are entirely missing, you can add them using this form.