Performance of Technical Trading Rules: Evidence From Southeast Asian Stock Markets

SpringerPlus - Germany
doi 10.1186/s40064-015-1334-7
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Exchange Trading Rules and Stock Market Liquidity

SSRN Electronic Journal
2010English

The Financial Costs of the U.S.-China Trade Tensions: Evidence From East Asian Stock Markets

Policy Research Working Papers
2019English

Do Trading Rules Based Upon Winners and Losers Work Across Markets? Evidence From the Pacific Basin and U.S. Markets

Multinational Finance Journal
1999English

Indonesian Stock Market’s Dynamic Integration With Asian Stock Markets and World Stock Markets

Jurnal Pengurusan
AccountingManagementInternational ManagementBusiness
2018English

Time Series Forecasting in Stock Trading Markets

International Journal of Research in Business and Social Science (2147-4478)
2019English

Quality Investing in Asian Stock Markets

Accounting and Finance
AccountingEconomicsEconometricsFinance
2019English

How Profitable Are FX Technical Trading Rules?

International Review of Financial Analysis
EconomicsFinanceEconometrics
2016English

Filtered Market Statistics and Technical Trading Rules

SSRN Electronic Journal
2013English

Effect of Macro Factor Volatility on the Returns of Financial Sector in Southeast Asian Stock Markets

Chinese Business Review
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy