A comparative study of technical trading strategies and return predictability : an extension of Brock, Lakonishok, and LeBaron (1992) using NYSE and NASDAQ indices
Year of publication: |
2002
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Authors: | Kwon, Ki-yeol ; Kish, Richard J. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 42.2002, 3, p. 611-631
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Subject: | Finanzanalyse | Financial analysis | Effizienzmarkthypothese | Efficient market hypothesis | Wertpapierhandel | Securities trading | Rentabilität | Profitability | USA | United States | Bootstrap-Verfahren | Bootstrap approach | 1962-1996 |
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