Profits of Trading Strategies Based on Market Sentiments and Technical Analysis
This study investigates whether simple moving average trading rules and trading signals generated from market sentiments in China generate excess returns. The results indicate low correlations among the signals generated from the two sources. Trading strategies following signals from market sentimen...
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| Format: | Article |
| Language: | English |
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People & Global Business Association (P&GBA)
2009-09-01
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| Series: | Global Business and Finance Review |
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| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150622161530-5E6RQ.pdf |