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

Access to resources Recommend Favorite

A non-parametric assessment of weak-form efficiency in the UAE financial markets

By Squalli Jay  

Applied Financial Economics, Vol. 16, Iss. 18, 2006-12 ,pp. : 1365-1373

Routledge Ltd

Access to resources Recommend Favorite

Weak-form efficiency of European Union emission trading scheme – evidence from variance ratio tests

By Lu Wei   Wang Wenjun  

International Journal of Green Economics, Vol. 4, Iss. 2, 2010-09 ,pp. : 183-196

Inderscience Publishers

Access to resources Recommend Favorite

Technical analysis, trading volume and market efficiency: evidence from an emerging market

By Antoniou A.   Ergul N.   Holmes P.   Priestley R.  

Applied Financial Economics, Vol. 7, Iss. 4, 1997-08 ,pp. : 361-365

Routledge Ltd

Access to resources Recommend Favorite

Technical analysis versus market efficiency - a genetic programming approach

By Fyfe Colin   Marney John Paul   Tarbert Heather F. E.  

Applied Financial Economics, Vol. 9, Iss. 2, 1999-04 ,pp. : 183-191

Routledge Ltd

Access to resources Recommend Favorite