Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets
From MaRDI portal
Publication:853873
DOI10.1007/S10690-006-9012-YzbMath1154.91550OpenAlexW1968702715MaRDI QIDQ853873
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
Cites Work
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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
- 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
- Econometric tests of rationality and market efficiency
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