Heng, Panha; Niblock, Scott J. - In: International Economic Journal 28 (2014) 4, pp. 679-692
Our paper examines the profitability of technical trading rules in Southeast Asian (SEA) 'tiger cub' stock index futures markets during and after the global financial crisis (GFC) of 2007/2008. Using daily closing price data from 2007 to 2012, we explore technical trading rules such as...