Performance of moving average trading rules in a volatile stock market : the Russian evidence
Year of publication: |
2016
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Authors: | Luukka, Pasi ; Pätäri, Eero ; Fedorova, Elena ; Garanina, Tatiana |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 10/12, p. 2424-2450
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Subject: | market efficiency | moving average | ordered weighted average | portfolio performance | quantifier guided aggregation | technical analysis | trading rules | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Russland | Russia | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
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