A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing
Year of publication: |
2009
|
---|---|
Authors: | Milionis, Alexandros ; Papanagiotou, Evangelia |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 13-15, p. 1171-1186
|
Saved in:
Saved in favorites
Similar items by person
-
Milionis, Alexandros, (2009)
-
Milionis, Alexandros, (2009)
-
A conditional CAPM : implications for systematic risk estimation
Milionis, Alexandros, (2011)
- More ...