The profitability of moving average rules : smaller is better in the Brazilian stock market
José Luis Miralles-Quirós, María del Mar Miralles-Quirós, and Luis Miguel Valente Gonçalves
| Year of publication: |
2019
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|---|---|
| Authors: | Miralles-Quirós, José Luis ; Miralles-Quirós, María del Mar ; Valente Gonçalves, Luis Miguel |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 1, p. 150-167
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| Subject: | Brazil | data snooping bias | moving average rules | profitability | size effect | Brasilien | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Rentabilität | Profitability | Finanzanalyse | Financial analysis | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2017.1422428 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210459