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Are moving average trading rules profitable? Evidence from the European stock markets

Citations

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  1. Ülkü, Numan & Prodan, Eugeniu, 2013. "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 214-229.
  2. Shangkun Deng & Zhihao Su & Yanmei Ren & Haoran Yu & Yingke Zhu & Chenyang Wei, 2022. "Can Japanese Candlestick Patterns be Profitable on the Component Stocks of the SSE50 Index?," SAGE Open, , vol. 12(3), pages 21582440221, August.
  3. Wang, Lijun & An, Haizhong & Liu, Xiaojia & Huang, Xuan, 2016. "Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach," Applied Energy, Elsevier, vol. 162(C), pages 1608-1618.
  4. Anghel, Dan Gabriel, 2021. "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, vol. 126(C).
  5. Chuang, O-Chia & Chuang, Hui-Ching & Wang, Zixuan & Xu, Jin, 2024. "Profitability of technical trading rules in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
  6. Massoud Metghalchi & Linda A. Hayes & Farhang Niroomand, 2019. "A technical approach to equity investing in emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 389-403, July.
  7. Kentaro Imajo & Kentaro Minami & Katsuya Ito & Kei Nakagawa, 2020. "Deep Portfolio Optimization via Distributional Prediction of Residual Factors," Papers 2012.07245, arXiv.org.
  8. Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015. "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 253-265.
  9. Abudy, Menachem Meni & Kaplanski, Guy & Mugerman, Yevgeny, 2024. "Market timing with moving average distance: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
  10. Leković Miljan, 2018. "Evidence for and Against the Validity of Efficient Market Hypothesis," Economic Themes, Sciendo, vol. 56(3), pages 369-387, September.
  11. Ni, Yensen & Day, Min-Yuh & Huang, Paoyu & Yu, Shang-Ru, 2020. "The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
  12. Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020. "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 749-763, October.
  13. Joy Dip Das & Ruppa K. Thulasiram & Christopher Henry & Aerambamoorthy Thavaneswaran, 2024. "Encoder–Decoder Based LSTM and GRU Architectures for Stocks and Cryptocurrency Prediction," JRFM, MDPI, vol. 17(5), pages 1-23, May.
  14. Flavio Ivo Riedlinger & João Nicolau, 2020. "The Profitability in the FTSE 100 Index: A New Markov Chain Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 61-81, March.
  15. Urquhart, Andrew & Gebka, Bartosz & Hudson, Robert, 2015. "How exactly do markets adapt? Evidence from the moving average rule in three developed markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 127-147.
  16. Jacinta Chan Phooi M’ng & Rozaimah Zainudin, 2016. "Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-19, August.
  17. Ioana-Andreea Boboc & Mihai-Cristian Dinică, 2013. "An Algorithm for Testing the Efficient Market Hypothesis," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-11, October.
  18. 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.
  19. Sánchez-Granero, M.A. & Balladares, K.A. & Ramos-Requena, J.P. & Trinidad-Segovia, J.E., 2020. "Testing the efficient market hypothesis in Latin American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  20. Lijun Wang & Haizhong An & Xiaohua Xia & Xiaojia Liu & Xiaoqi Sun & Xuan Huang, 2014. "Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-10, May.
  21. Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018. "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 92-108.
  22. Krzysztof Borowski & Izabela Pruchnicka-Grabias, 2019. "Optimal lengths of moving averages for the MACD oscillator for companies listed on the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, vol. 50(5), pages 457-478.
  23. Nijolė MAKNICKIENĖ & Jelena STANKEVIČIENĖ & Algirdas MAKNICKAS, 2020. "Comparison of Forex Market Forecasting Tools Based on Evolino Ensemble and Technical Analysis Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 134-148, September.
  24. Min-Yuh Day & Yensen Ni & Chinning Hsu & Paoyu Huang, 2022. "Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?," Energies, MDPI, vol. 15(9), pages 1-15, May.
  25. Zhenyang Tang & Jinshui Huang & Denisa Rinprasertmeechai, 2024. "Period-aggregated transformer for learning latent seasonalities in long-horizon financial time series," PLOS ONE, Public Library of Science, vol. 19(8), pages 1-22, August.
  26. Karen Balladares & José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Angel Sánchez-Granero, 2021. "Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency," Mathematics, MDPI, vol. 9(2), pages 1-20, January.
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