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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| Format: | Others |
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Scholarship @ Claremont
2012
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| Online Access: | http://scholarship.claremont.edu/cmc_theses/375 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1381&context=cmc_theses |