Time series momentum and moving average trading rules-Reference-Cited by-同舟云学术

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Time series momentum and moving average trading rules

Published:2016-07-20 Issue:3 Volume:17 Page:405-421
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Marshall Ben R.¹²,Nguyen Nhut H.³,Visaltanachoti Nuttawat³

Affiliation:

1. School of Economics and Finance, Massey University, Private Bag 11 222, Palmerston North, New Zealand

2. Newcastle Business School, The University of Newcastle, Newcastle, NSW, Australia

3. School of Economics and Finance, Massey University, Private Bag 102904, North Shore, Auckland 0745, New Zealand

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2016.1205209

Reference33 articles.

1. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1

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