Technical Trading Rules and the Size of the Risk Premium in Security Returns
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Publication:3368205
DOI10.2202/1558-3708.1026zbMATH Open1078.91541OpenAlexW2740135240MaRDI QIDQ3368205FDOQ3368205
Authors: Ramazan Gençay, Thanasis Stengos 
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1026
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- Market efficiency and the returns to simple technical trading rules: New evidence from U.S. equity market and Chinese equity markets
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