Browsing Articles by Subject "bootstrap"

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  • How Rewarding is Technical Analysis? Evidence from Athens Stock Exchange 

    Vasiliou, Dimitrios; Eriotis, Nikolaos; Papathanasiou, Spyros (Springer, 2006)
    The purpose of this paper is to investigate the performance of various technical trading rules in the Athens Stock Market. We test two of the simplest and most popular trading rules- Moving Averages and MACD Indicator. We ...

  • Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange 

    Papathanasiou, Spyros; Samitas, Aristeidis (EuroJournals Publishing, 2010)
    We examine the performance of various types of technical trading rules in the emerging Cyprus Stock Market (CSE). Furthermore, we examine the predictability of daily returns for the CSE with respect to the extent that the ...

  • Testing Technical Anomalies in Athens Stock Exchange (ASE) 

    Eriotis, Nikolaos; Vasiliou, Dimitrios; Papathanasiou, Spyros (2006)
    The purpose of this paper is to investigate the existence of historical Market anomalies in the Athens Stock Market (ASE). The market anomalies that are going to be explored are technical ones concerning the trading rules ...