Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It … considered produce similar financial performance. Therefore, the results support stock returns predictability in the long run … use the performance of MA rules as an instrument for testing returns predictability in financial stock markets. …