We investigate the predictability of technical analysis applied to the Singapore Straits Times Index. There are three trading rules – the Simple Moving Average, the Dual Moving Average and Trading Range Breakout with and without a one percent band – which are applied to undertake the...

In this paper, we introduce a new pseudo-Bayesian model to incorporate the impact of a financial Crisis and establish some properties of stock returns and investors' behaviors during the financial crisis and during recovery after crisis. Our proposed model can be applied to investigate some...