The purpose of this paper is to estimate the effectiveness of technical trading strategies and examine the extent to which trading profitability using technical analysis indicators explains the ‘risk premium' or ‘risk compensation' for investing in equity markets as against assets that are...

This paper investigates whether a simple accounting based fundamental analysis strategy has earned superior returns within a portfolio of low price-to-book (value) stocks in the Indian equity market over the last decade. In line with Piotrosky (2000) we developed an F-score combining...