Technical Trading Profitability in Greek Stock Market
作者： Spyros Papathanasiou , Nikolaos Eriotis , Dimitrios Vasiliou
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摘要: We examine the performance of various types technical trading rules in Athens Stock Exchange (ASE). In particular, this study examines predictability daily returns for ASE by using moving averages rules. Due to problem non-normality on distribution abnormal identified, bootstrap methodology under null models AR(1) and GARCH(1,1) is proposed. Overall, our results provide strong support examined strategies. JEL classification number: G12,G14
ethe.org.gr 参考文章(12)
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