Discussion  

Oleh:

Jegadeesh, Narasimhan

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: The Journal of Finance (EBSCO) vol. 55 no. 4 (2000), page 1765-1770.
Topik: DISCUSSION; discussion
Fulltext: p 1765.pdf (60.12KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ88.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Academics have long been skeptical about the usefulness of technical trading strategies. The literature that evaluates the performance of such trading strategies has found mixed results. This literature has generally focused on evaluating simple technical trading rules such as filter rules and moving average rules that are fairly straight forward to define and implement. Lo, mamaysky and wang (hereafter LMW) move this literature forward by evaluating more complicated trading strateges used by charists that are hard to define and implement objectively ...

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