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A Note on the Use of Moving Average Trading Rules to Test for Weak Form Efficiency in Capital Markets
16 references·1 citing·50 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1990COINTEGRATION AND UNIT ROOTS638 cited
  • 2008Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries324 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 cited
  • 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994296 cited
  • 1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"270 cited
  • 2008The classification and performance of alternative exchange-rate systems131 cited
  • 2002Technical trading strategies and return predictability: NYSE127 cited
  • 1997

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Technical analysis and the London Stock Exchange: testing trading rules using the FT30
122 cited
  • 1996Non-linear prediction of security returns with moving average rules121 cited
  • Cited by

    • 2022An Optimum-Currency-Area Odyssey24 cited