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- W1551183302 abstract "This work focuses on the sensitivity of the performance of the moving average (MA) trading rule of technical analysis to changes in the MA length employed. Empirical analysis of daily data from NYSE, the Vienna Stock Exchange (VSE) and the Athens Stock Exchange (ASE) reveal high variability of the performance of the MA trading rule as a function of the MA length for all these markets, a result that weakens the conclusions of previous works, regarding the validity of the hypothesis of weak form market efficiency. Further, the trading rule is found to have predictive power in ASE and VSE, but not in NYSE." @default.
- W1551183302 created "2016-06-24" @default.
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- W1551183302 date "2008-10-01" @default.
- W1551183302 modified "2023-09-27" @default.
- W1551183302 title "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets" @default.
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