Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets

DOI10.1007/S10690-006-9012-YMaRDI QIDQ853873zbMATHOpenAlexFDO

Authors Bill M. Cai, Charlie X. Cai, Kevin Keasey

Publication date 17 November 2006

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-006-9012-y

zbMATH Keywords

technical trading rulesChinese stock marketsmarket evolution

Mathematics Subject Classification ID

Trade models (91B60)

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Cites work

• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• scientific article; zbMATH DE number 3436463 (Why is no real title available?)
• Econometric tests of rationality and market efficiency
• Market efficiency and the returns to simple technical trading rules: New evidence from U.S. equity market and Chinese equity markets
• On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
• Technical Trading Rules and the Size of the Risk Premium in Security Returns

Cited in

(7)

• Has Chinese Stock Market Become Efficient? Evidence from a New Approach
• Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
• Technical Trading Rules and the Size of the Risk Premium in Security Returns
• Market efficiency and the returns to simple technical trading rules: New evidence from U.S. equity market and Chinese equity markets
• Two tales of return predictability: the case of Asia-Pacific equity markets
• Profitability of the CRISMA system: from world indices to the Hong Kong stock market
• Applying technical trading rules to beat long-term investing: evidence from Asian markets

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