A test of significance of the predictive power of the moving average trading rule of technical analysis based on sensitivity analysis: application to the NYSE, the Athens Stock Exchange and the Vienna Stock Exchange. Implications for weak-form market efficiency testing

By Milionis A. E.   Papanagiotou E.  

Applied Financial Economics, Vol. 21, Iss. 6, 2011-03 ,pp. : 421-436

Routledge Ltd

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Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market

By Chiang Yi-Chein   Ke Mei-Chu   Liao Tung Liang   Wang Cin-Dian  

Applied Financial Economics, Vol. 22, Iss. 12, 2012-06 ,pp. : 955-965

Routledge Ltd

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Technical trading strategies and cross-national information linkage: the case of Taiwan stock market

By Chang Yung-Ho   Metghalchi Massoud   Chan Chia-Chung  

Applied Financial Economics, Vol. 16, Iss. 10, 2006-06 ,pp. : 731-743

Routledge Ltd

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Mean aversion and return predictability in currency futures

By Puri Tribhuvan N.   Elyasiani Elyas   Westbrook Jilleen R.  

Applied Financial Economics, Vol. 12, Iss. 1, 2002-01 ,pp. : 9-18

Routledge Ltd

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Sources of contrarian profits and return predictability in emerging markets

By Galariotis Emilios C.  

Applied Financial Economics, Vol. 14, Iss. 14, 2004-10 ,pp. : 1027-1034

Routledge Ltd

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