The anatomy of returns from moving average trading rules in the Russian stock market
Eero Pätäri, Pasi Luukka, Elena Fedorova and Tatiana Garanina
| Year of publication: |
March 2017
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|---|---|
| Authors: | Pätäri, Eero ; Luukka, Pasi ; Federova, Elena ; Garanina, Tatiana |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 4/6, p. 311-318
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| Subject: | Technical analysis | moving average | ordered weighted average | trading rules | index trading | market efficiency | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Russland | Russia | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1186788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704591