The Sensitivity of Moving Average Trading Rules Performance with Respect to Methodological Assumptions
Author:
Publisher
Elsevier BV
Subject
General Economics, Econometrics and Finance
Reference7 articles.
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3. Jensen M. C. (1978) Some Anomalous Evidence Regarding Market Efficiency, Journal of Financial Economics, Volume 6, Issue 2/3, pp. 95-101.
4. Mitra L., Mitra G. (2011) The Handbook of News Analytics in Finance, John Wiley & Sons.
5. Park C.H., Irwin S.H. (2007) What do we know about the profitability of technical analysis?, Journal of Economic Surveys, Volume 21, pp. 786-826.
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