The Relationship Between Technical Analysis Generated Returns and the Fama and French Risk Factors as Applied to Individual Securities
The purpose of this dissertation is to determine whether potential trading rule profits are unique to specific strategies or whether they are associated with factors already known to impact stock returns. In the course of examining this question, I explore: (1) whether successful technical trading s...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-1986 |