Search Results - subject:"Buy‐and‐hold strategy"

Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan

Wong, Wing-Keung; Du, Jun; Chong, Terence Tai-Leung - In: Review of Applied Economics 1 (2005) 2

generated, which outperform the buy-and-hold strategy. The cumulative wealth obtained also surpasses that of the buy-and-hold … strategy regardless of transaction costs. In addition, we study the performance of the MA family before and after the 1997 …

Persistent link: https://www.econbiz.de/10005256568

Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan

Wong, Wing-Keung; Du, Jun; Chong, Terence Tai-Leung - East Asian Bureau of Economic Research (EABER) - 2005

Persistent link: https://www.econbiz.de/10009365448

Asset allocation: How much does model choice matter?

Branger, Nicole; Hansis, Alexandra - In: Journal of Banking & Finance 36 (2012) 7, pp. 1865-1882

stochastic jumps. The investor follows a buy-and-hold strategy in the stock, the money market account, and one additional …

Persistent link: https://www.econbiz.de/10010574861

The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies

Haugh, Martin; Jain, Ashish - In: Quantitative Finance 11 (2011) 1, pp. 81-99

We use the recently proposed duality approach to study the performance of static, myopic and generalized buy-and-hold (GBH) trading strategies. Our interest in static and GBH strategies is motivated by the fact that these strategies are intuitive and straightforward to implement in practice. The...

Persistent link: https://www.econbiz.de/10009208315

Validation of Moving Average Trading Rules: Evidence From Hong Kong, Singapore, South Korea, Taiwan

Metghalchi, Massoud; Du, Jianjun; Ning, Yixi - In: Multinational Business Review 17 (2009) 3, pp. 101-122

results support the hypothesis that technical trading rules can outperform the buy‐and‐hold strategy. Break‐even one … strategy that will beat the buy‐and‐hold strategy in the Hong Kong, Singapore, South Korea, and Taiwan markets. The …

Persistent link: https://www.econbiz.de/10014931862

History of share prices and market efficiency of the Madrid general stock index

Metghalchi, Massoud; Chen, Chien-Ping; Hayes, Linda A. - In: International review of financial analysis 40 (2015), pp. 178-184

Persistent link: https://www.econbiz.de/10011475737

Can a technical analysis-based trading strategy outperform a naive buy-hold strategy

Gross, Peter; Gevers, Wim - 2008

outperform a naive buy-and-hold strategy. A study is made of classical and contemporaryacademic literature. The central …, certain technical tradingstrategies can indeed outperform a buy-and-hold strategy. Although end-of-day data is usedthroughout …

Persistent link: https://www.econbiz.de/10009442092

Allocation of assets on the Ghana stock exchange (GSE)

Mensah, Lord; Avuglah, R. K.; Dedu, Vincent - In: International journal of financial research 4 (2013) 2, pp. 108-114

Persistent link: https://www.econbiz.de/10010205108