The predictive ability and profitability of technical trading rules: does company size matter?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. Periodic market closure and trading volume: a model of intraday bids and asks;Brock;Journal of Economic Dynamics and Control,1992
2. Simple technical rules and the stochastic properties of stock returns;Brock;Journal of Finance,1992
3. An anatomy of trading strategies;Conrad;Review of Financial Studies,1998
4. Efficient capital markets: II;Fama;Journal of Finance,1991
5. Filter rules and stock market trading profit;Fama;Journal of Business,1966
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