Performance of moving average trading rules in a volatile stock market : the Russian evidence
Pasi Luukka, Eero Pätäri, Elena Fedorova, and Tatiana Garanina
| 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 | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Russland | Russia | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1087785 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011672614