Chang, Yung-Ho; Metghalchi, Massoud; Chan, Chia-Chung - In: Applied Financial Economics 16 (2006) 10, pp. 731-743
This study tests four prevalent moving average technical trading rules for Taiwan stock markets. More notably, cross-national information from the US stock markets is also incorporated in our technical trading rules to project Taiwan stock market movements. We then design trading strategies and...