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-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

zbMATH Keywords

technical trading rulesChinese stock marketsmarket evolution

Mathematics Subject Classification ID

Trade models (91B60)

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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