Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market

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Kung, James J.;
(2009)
  • Subject: variable-length moving average, trading range breakout, financial reform and liberalization measures, Financial Economics, International Relations/Trade, Marketing, Public Economics, G14, G15,

Using the Taiwan Stock Exchange Weighted Index from the first trading day in 1975 to the last trading day in 2007, we investigate the predictability of two popular technical rules (variable-length moving average and trading range breakout) in the Taiwan stock market and... View more
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