Technical Trading Profitability in Greek Stock Market

dc.contributor.author	Vasiliou, Dimitrios
dc.contributor.author	Eriotis, Nikolaos
dc.contributor.author	Papathanasiou, Spyros
dc.date.accessioned	2016-02-03T13:16:27Z
dc.date.available	2016-02-03T13:16:27Z
dc.date.issued	2008-07
dc.identifier.issn	1681- 8997
dc.identifier.uri	http://hdl.handle.net/11728/7200
dc.description.abstract	We examine the performance of various types of technical trading rules in the Athens Stock Exchange (ASE). In particular, this study examines the predictability of daily returns for the ASE by using the various moving averages rules. Due to the problem of non-normality on distribution of the abnormal returns identified, the bootstrap methodology under the null models of AR(1) and GARCH(1,1) is proposed. Overall, our results provide strong support for the examined technical strategies.	en_UK
dc.language.iso	en	en_UK
dc.relation.ispartofseries	The Empirical Economics Letters;7(7)
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	en_UK
dc.source.uri	http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2494210	en_UK
dc.subject	GARCH(1,1)	en_UK
dc.subject	AR(1)	en_UK
dc.subject	moving averages	en_UK
dc.subject	Bootstrap	en_UK
dc.title	Technical Trading Profitability in Greek Stock Market	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/