When Bollinger Meets Edgeworth: An Application to the Contrarian Trading Strategy

Author:

Londoño-Bedoya David Andrés,León-Camacho Bernardo,Mora-Valencia Andrés,Perote Javier

Publisher

Elsevier BV

Reference60 articles.

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4. The impact of liquidity and transaction costs on the 52-week high momentum strategy in Australia;J L Bettman;Australian Journal of Management,2010

5. An analysis of technical trading rules: The case of MENA markets;J Bley;Finance Research Letters,2020

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