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

dc.contributor.author	Papathanasiou, Spyros
dc.contributor.author	Samitas, Aristeidis
dc.date.accessioned	2016-02-02T13:28:14Z
dc.date.available	2016-02-02T13:28:14Z
dc.date.issued	2010
dc.identifier.issn	1450-288X
dc.identifier.uri	http://hdl.handle.net/11728/7194
dc.description.abstract	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 technical analysis method of moving averages can win the buy-and-hold policy. Also, we further our analysis via the bootstrap methodology under the model of EGARCH. This study becomes necessary given the important changes, which Cyprus is going through since joining the European Union on May 1 May 2004 and as it is preparing for the adoption of the Euro as its currency.	en_UK
dc.language.iso	en	en_UK
dc.publisher	EuroJournals Publishing	en_UK
dc.relation.ispartofseries	Journal of Money, Investment and Banking;Issue 13
dc.rights	© EuroJournals Publishing, Inc. 2010	en_UK
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	en_UK
dc.source.uri	http://iraj.gr/IRAJ/Profits_from_Technical_Trading_Rules_The_Case_of_Cyprus_Stock_Exchange_SAMPLE.pdf	en_UK
dc.subject	EGARCH	en_UK
dc.subject	moving averages	en_UK
dc.subject	bootstrap	en_UK
dc.subject	Eurozone	en_UK
dc.title	Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange	en_UK
dc.type	Article	en_UK