How Rewarding is Technical Analysis? Evidence from Athens Stock Exchange

dc.contributor.author	Vasiliou, Dimitrios
dc.contributor.author	Eriotis, Nikolaos
dc.contributor.author	Papathanasiou, Spyros
dc.date.accessioned	2016-02-02T13:27:45Z
dc.date.available	2016-02-02T13:27:45Z
dc.date.issued	2006
dc.identifier.issn	1866-1505
dc.identifier.uri	http://hdl.handle.net/11728/7192
dc.description.abstract	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 evaluate how these simple forms of technical analysis can predict stock price movements in the Athens Stock Exchange. This study will investigate these effects for the most important index of the Athens market, the Athens General Index. Our study covers the period from 1/1/1990 to 31/12/2004. The methodologies employed include standard tests and bootstrap. Overall, our results provide strong support for the examined technical strategies.	en_UK
dc.language.iso	en	en_UK
dc.publisher	Springer	en_UK
dc.relation.ispartofseries	Operational Research. An International Journal;Vol.6 No.2
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	en_UK
dc.subject	moving average	en_UK
dc.subject	technical trading rules	en_UK
dc.subject	bootstrap	en_UK
dc.title	How Rewarding is Technical Analysis? Evidence from Athens Stock Exchange	en_UK
dc.type	Article	en_UK

Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc-nd/4.0/