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Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock
14 references·0 citing·50 second hop
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References

  • 2012The Econometrics of Financial Markets5,889 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,311 cited
  • 2004The Adaptive Markets Hypothesis1,846 cited
  • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
  • 2006Efficiency in emerging markets—Evidence from the MENA region163 cited
  • 2007Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets84 cited
  • 1997Charting: Chaos theory in disguise?83 cited
  • 2000A Nonlinear Time Series Workshop83 cited
  • 2006Testing for predictability in equity returns for European transition markets77 cited
  • 2006Episodic nonlinearity in Latin American stock market indices60 cited
  • 2001Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting55 cited
  • 2008Trends and Developments in the European Financial Sector38 cited
  • 2006"Stock Markets' Integration Analysis"35 cited
  • 2008Episodic dependencies in Central and Eastern Europe stock markets29 cited

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