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dc.contributor.authorLubnau, Thorben
dc.contributor.authorTodorova, Neda
dc.date.accessioned2017-05-03T16:07:45Z
dc.date.available2017-05-03T16:07:45Z
dc.date.issued2014
dc.identifier.issn1810-3057
dc.identifier.urihttp://hdl.handle.net/10072/64062
dc.description.abstractWe examine the forecasting power and profitability of moving average (MA) and trading range break (TRB) rules for the daily prices of ten Asian stock indices from January 1990 to September 2012 using bootstrap tests. The results confirm the predictive ability of MA rules whereas the picture uncovered by the TRB rules is more mixed. The MA rules consistently generate positive excess returns after transaction costs, with highest magnitudes often achieved for less developed markets. However, more developed markets surprisingly seem to be far from informationally efficient as well. Furthermore, short-term variants of the trading rules outperform systematically long-term variants.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.format.extent2458804 bytes
dc.format.mimetypeapplication/pdf
dc.languageEnglish
dc.language.isoeng
dc.publisherVirtus Interpress
dc.publisher.placeUkraine
dc.publisher.urihttp://www.virtusinterpress.org/-Corporate-Ownership-and-Control-.html
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom511
dc.relation.ispartofpageto532
dc.relation.ispartofissue2
dc.relation.ispartofjournalCorporate Ownership & Control
dc.relation.ispartofvolume11
dc.rights.retentionY
dc.subject.fieldofresearchFinance
dc.subject.fieldofresearchAccounting, Auditing and Accountability
dc.subject.fieldofresearchBanking, Finance and Investment
dc.subject.fieldofresearchBusiness and Management
dc.subject.fieldofresearchcode150201
dc.subject.fieldofresearchcode1501
dc.subject.fieldofresearchcode1502
dc.subject.fieldofresearchcode1503
dc.titleTechnical trading revisited: Evidence from the Asian stock markets
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.rights.copyright© 2014 VirtusInterpress. The attached file is reproduced here in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version.
gro.hasfulltextFull Text
gro.griffith.authorTodorova, Neda


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