Abstract
The ability of simple technical trading rules to forecast future stock market movements is considered for seventeen emerging markets, sampled from January 1986 to September 2003. Some of the trading rules considered generated significant returns; this information could be exploited profitably on occasion. Market conditions and trading volume are found to be important to determining the usefulness of technical trading rules.
| Original language | English |
|---|---|
| Pages (from-to) | 46-73 |
| Number of pages | 28 |
| Journal | Emerging Markets Finance and Trade |
| Volume | 43 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Jul 2007 |
Keywords
- Emerging markets
- Stock market predictability
- Technical trading strategies