A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock Exchange and the Vienna Stock Exchange ; implications for weak-form market efficiency testing
A. E. Milionis and E. Papanagiotou
| Year of publication: |
2011
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| Authors: | Milionis, Alexandros E. ; Papanagiotou, Evaggelia |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 4/6, p. 421-436
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| Subject: | moving average trading rule | Statistischer Test | Statistical test | Effizienzmarkthypothese | Efficient market hypothesis | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Österreich | Austria | Griechenland | Greece | USA | United States | 1993-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009124540