Ulku, Numan - In: Istanbul Stock Exchange Review 11 (2011) 41, pp. 25-44
determinants of the profitability of these simple technical trading rules. …The intriguing findings by Brock, Lakonishok, and LeBaron (1992, BLL hereafter), that some simple technical trading … rules were profitable on Dow Jones Industrial Average (DJIA), have been replicated in many other markets with similar …