Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises

The ability of simple technical trading rules to forecast future stock market movements is considered for seventeen emerging markets, sampled from January 1986 to September 2003. Some of the trading rules considered generated significant returns; this information could be exploited profitably on occasion. Market conditions and trading volume are found to be important to determining the usefulness of technical trading rules.

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Year of publication:	2007
Authors:	McKenzie, Michael D.
Published in:	Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 43.2007, 4, p. 46-73
Publisher:	M.E. Sharpe, Inc.
Subject:	emerging markets \| stock market predictability \| technical trading strategies

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005225787