haku: @author Ratner, M. / yhteensä: 4
viite: 3 / 4
| Tekijä: | Ratner, M. Leal, R. P. C. |
| Otsikko: | Tests of technical trading strategies in the emerging equity markets of Latin America and Asia |
| Lehti: | Journal of Banking and Finance
1999 : DEC, VOL. 23:12, p. 1887-1905 |
| Asiasana: | Stock markets Trade agreements Developing countries |
| Kieli: | eng |
| Tiivistelmä: | The purpose of this study is to examine the efficacy of using technical trading rules in the emerging markets of Latin America and Asia. It studies the potential profit of ten Variable Length Moving Average (VMA) technical trading rules in ten emerging equity markets in Latin America and Asia 1982-1995. The average difference in buy - sell returns after trading costs for earch rule and country are compared to a buy and hold strategy. Taiwan, Thailand and Mexico emerges as markets where technical trading strategies may be profitable. |
SCIMA