Sampling frequency and the performance of different types of technical trading rules
Robert Hudson, Frank McGroarty, Andrew Urquhart
| Year of publication: |
August 2017
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|---|---|
| Authors: | Hudson, Robert ; McGroarty, Frank ; Urquhart, Andrew |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 22.2017, p. 136-139
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| Subject: | Technical analysis | High-frequency trading | Commodity ETFs | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.12.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808000