McAleer, Michael; Suen, John; Wong, Wing Keung - Department of Economics and Finance, College of … - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble in NASDAQ. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...