Contrarian Technical Trading Rules: Evidence From Nairobi Stock Index
نویسندگان
چکیده
منابع مشابه
Performance of technical trading rules: evidence from Southeast Asian stock markets
This paper examines the profitability of technical trading rules in the five Southeast Asian stock markets. The data cover a period of 14 years from January 2000 to December 2013. The instruments investigated are five Southeast Asian stock market indices: SET index (Thailand), FTSE Bursa Malaysia KLC index (Malaysia), FTSE Straits Times index (Singapore), JSX Composite index (Indonesia), and PS...
متن کاملProfitability of Iranian Stock Market Based on Technical Analysis Trading Rules
In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...
متن کاملevaluating for profitability of technical trading rules in tehran stock exchange - a bootstrap approach
0
متن کاملprofitability of iranian stock market based on technical analysis trading rules
in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...
متن کاملExploring the predictability in Technical Trading rules
Genetic algorithms are applied to several simulated data series to study the predicting power of technical trading rules. The two kinds of rules considered are moving averages and filter rules. Genetic algorithms simulate how the best rule is uncovered by analysts over time. The analysis supports the predicting power of technical rules. The predictability is especially strong for data with movi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Business Research (JABR)
سال: 2014
ISSN: 2157-8834,0892-7626
DOI: 10.19030/jabr.v30i3.8568