Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets
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Publication:853873
DOI10.1007/S10690-006-9012-YzbMATH Open1154.91550OpenAlexW1968702715MaRDI QIDQ853873FDOQ853873
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
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Cites Work
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- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
- 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
- Technical Trading Rules and the Size of the Risk Premium in Security Returns
Cited In (7)
- 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
- Market efficiency and the returns to simple technical trading rules: New evidence from U.S. equity market and Chinese equity markets
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
- Applying technical trading rules to beat long-term investing: evidence from Asian markets
- Technical Trading Rules and the Size of the Risk Premium in Security Returns
- Has Chinese Stock Market Become Efficient? Evidence from a New Approach
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