Metghalchi, Massoud; Pinho, Adriano; Sarmento, Adriana - In: Journal of Prediction Markets 8 (2014) 1, pp. 27-41
We apply two well-known technical indicators to the Polish Stock index over the period of 9/4/1998 to 4/18/2013. Our findings support the predictive power of technical trading rules for each sub-period and for the entire period. We then ask whether an investor can use the predictive power of...