Technical trading rules in emerging markets and the 1997 Asian currency crises

被引：25

作者：

McKenzie, Michael D. ^{[1
]}

机构：

[1] RMIT Univ, Sch Econ & Finance, Melbourne, Vic, Australia

来源：

EMERGING MARKETS FINANCE AND TRADE | 2007年 / 43卷 / 04期

关键词：

emerging markets; stock market predictability; technical trading strategies;

D O I：

10.2753/REE1540-496X430403

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The ability of simple technical trading rules to forecast future stock market movements is considered for seventeen emerging markets, sampled from January 1986 to September 2003. Some of the trading rules considered generated significant returns; this information could be exploited profitably, on occasion. Market conditions and trading volume are found to be important to determining the usefulness of technical trading rules.

引用

页码：46 / 73

页数：28

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