Finding Profitability of Technical Trading Rules in Emerging Market Exchange Traded Funds

Finding Profitability of Technical Trading Rules in Emerging Market Exchange Traded Funds

This thesis further investigates the effectiveness of 15 variable moving average strategies that mimic the trading rules used in the study by Brock, Lakonishok, and LeBaron (1992). Instead of applying these strategies to developed markets, unique characteristics of emerging markets offer opportunity...

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Bibliographic Details
Main Author: Hallett, Austin P.
Format: Others
Published: Scholarship @ Claremont 2012
Subjects:
Moving Averages
Investments
Technical Analysis
Emerging Markets
Exchange Traded Funds
Behavioral Economics
Corporate Finance
Finance
Finance and Financial Management
Portfolio and Security Analysis
Online Access:http://scholarship.claremont.edu/cmc_theses/375
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1381&context=cmc_theses

Internet

http://scholarship.claremont.edu/cmc_theses/375
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1381&context=cmc_theses

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