Testing the Weak-Form Market Efficiency of the Euronext Wheat
Using a trading system based on various simple moving average crossings, the paper examines the weak-form market efficiency of the wheat traded at the Euronext exchange. After optimizing over the sample period, the best strategy is selected and then applied over the out-of-sample period. The profita...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Editura ASE Bucuresti
2015-03-01
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| Series: | Romanian Economic Journal |
| Subjects: | |
| Online Access: | http://www.rejournal.eu/article/testing-weak-form-market-eficiency-euronext-wheat |