This article explores how Google Trends has been applied in different disciplines and the relevance of search query data to financial markets. We contend that if Google Trends can be used to recover retail investor interest in a particular security, market or issue, it can provide valuable...

This article explores the profitability of signals generated using Ichimoku Cloud Charts on single stocks in Japan and the USA. We construct a conservative and aggressive long-only and short-only strategy over a period from 2005-2014 and examine the profitability of the various strategies. Based...

In this study, we investigate the presence of psychological barriers in the equity indices of 10 Asian Markets over a 10 year period from 2001-2011. This investigation was conducted through the use of uniformity tests, barrier proximity tests and tests on the predictability of stock returns. We...

This article looks at the profitability of a trading rule based on Bollinger bands applied over 1995 to 2012 in 6 different equity markets using large-cap indices (CAC, DAX, FTSE, HSI, KOSPI, NIKKEI). In addition, we also explore the performance of a trading strategy based on a combined signal...

This study contributes new empirical evidence on the profitability of a momentum strategy in the Philippines equity market. The study was conducted over the time period January 2000 to June 2012. We evaluated a momentum strategy based only on past return information as well as a strategy that...

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk-return ratio based security selection criterion in an untested market – the KOSPI 200 over June 2006 to June 2012. Besides conventional risk-return ratios such as the Sharpe...

In this study, we investigate the attenuation of idiosyncratic risk and corresponding benefits of diversification for equally weighted and market capitalisation weighted portfolios in the UK Equity Market over 2002 - 2012. We analyse the absolute benefits of risk reduction by testing the...

In this study, we investigate the attenuation of idiosyncratic risk and corresponding benefits of diversification for equally weighted and market capitalization weighted portfolios in the UK Equity Market over 2002 - 2012. We analyze the absolute benefits of risk reduction by testing the...

This paper investigates the empirical validity of the weak-form of the Efficient Market Hypothesis in the Mongolian equity market over Jan 1999 to Jul 2012. We examine the characteristics of the market by testing the fit of returns to a normal distribution using the Jarque-Bera Test, and find...

In this study, we investigate the attenuation of idiosyncratic risk and corresponding benefits of diversification for equally weighted and market capitalisation weighted portfolios in the UK Equity Market over 2002 - 2012. We analyse the absolute benefits of risk reduction by testing the...