Revisiting the Profitability of Market Timing with Moving Averages
Author:
Affiliation:
1. School of Business and Law; University of Agder; Kristiansand Norway
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/irfi.12132/fullpdf
Reference23 articles.
1. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns;Brock;Journal of Finance,1992
2. On Persistence in Mutual Fund Performance;Carhart;Journal of Finance,1997
3. Breaking into the Blackbox: Trend Following, Stop losses and the Frequency of Trading - The Case of the S&P500;Clare;Journal of Asset Management,2013
4. A Quantitative Approach to Tactical Asset Allocation;Faber;Journal of Wealth Management,2007
5. Common Risk Factors in the Returns on Stocks and Bonds;Fama;Journal of Financial Economics,1993
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3. Usage of P/E earning models as a tool for valuation of shares in condition of global market;SHS Web of Conferences;2020
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5. Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market;International Review of Finance;2017-12-06
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