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How rewarding is technical analysis? : Evidence from Singapore stock market
Wong, Wing Keung; Manzur, Meher; Chew, Boon-kiat - In: Applied financial economics 13 (2003) 7, pp. 543-551
Persistent link: https://www.econbiz.de/10001770786
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How rewarding is technical analysis? : Evidence from Singapore stock market
Wong, Wing Keung; Manzur, Meher; Chew, Boon-kiat - 2001
Persistent link: https://www.econbiz.de/10001584137
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How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market
Wong, Wing-Keung; Manzur, Meher; Chew, Boon-Kiat - Department of Economics, National University of Singapore - 2002
This paper focuses on the role of technical analysis in signalling the timing of stock market entry and exit. Test statistics are introduced to test the performance of the most established of the trend followers, the Moving Average, and the most frequently used counter-trend indicator, the...
Persistent link: https://www.econbiz.de/10005518283
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Does technical analysis do it better? : Evidence from Singapore stock market
Wong, Wing-keung; Manzur, Meher; Chew, Boon-kiat - 1999
Persistent link: https://www.econbiz.de/10001372909
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How rewarding is technical analysis? Evidence from Singapore stock market
Wong, Wing-Keung; Manzur, Meher; Chew, Boon-Kiat - In: Applied financial economics 13 (2003) 7, pp. 543
Persistent link: https://www.econbiz.de/10007655554
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Can the forecasts generated from E/P ratio and bond yield be used to beat stock markets?
Wong, Wing Keung; Chew, Boon-Kiat; Sikorski, Douglas J. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10001697032
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Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
Wong, Wing-Keung; Chew, Boon-Kiat; Sikorsk, Douglas - In: Multinational Finance Journal 5 (2001) 1, pp. 59-86
This paper tests the performance of stock market forecasts derived from technical analysis by means of a specific indicator. The indicator is computed from E/P ratios and bond yields. Several stock markets are studied over a 20-year period. Two test statistics are introduced to utilize the...
Persistent link: https://www.econbiz.de/10010938710
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Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
Wong, Wing-Keung; Chew, Boon-Kiat; Sikorski, Douglas - Department of Economics, National University of Singapore - 2002
This study tests the performance of stock market forecasts derived from technical analysis by means of a specific indicator. The indicator is computed from E/P ratios and bond yields. Several stock markets are studied over a 20-year period. Two test statistics are introduced to utilize the...
Persistent link: https://www.econbiz.de/10005481466
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Can the forecasts generated from E/P ratio bond yield be used to beat stock markets?
Wong, Wing-Keung (contributor); Chew, Boon-Kiat (contributor) - 2001
Persistent link: https://www.econbiz.de/10001682392
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Can the Forecasts Generated from E/P Ratio and Bond Yield Be Used to Beat Stock Markets?
Wong, Wing-Keung - 2016
This paper tests the performance of stock market forecasts derived from technical analysis by means of a specific indicator. The indicator is computed from E/P ratios and bond yields. Several stock markets are studied over a 20-year period. Two test statistics are introduced to utilize the...
Persistent link: https://www.econbiz.de/10013004301