Technical Trading Profitability in Greek Stock Market

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dc.contributor.authorVasiliou, Dimitrios
dc.contributor.authorEriotis, Nikolaos
dc.contributor.authorPapathanasiou, Spyros
dc.date.accessioned2016-02-03T13:16:27Z
dc.date.available2016-02-03T13:16:27Z
dc.date.issued2008-07
dc.description.abstractWe 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.identifier.issn1681- 8997
dc.identifier.urihttp://hdl.handle.net/11728/7200
dc.language.isoenen_UK
dc.relation.ispartofseriesThe Empirical Economics Letters;7(7)
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.source.urihttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2494210en_UK
dc.subjectGARCH(1,1)en_UK
dc.subjectAR(1)en_UK
dc.subjectmoving averagesen_UK
dc.subjectBootstrapen_UK
dc.titleTechnical Trading Profitability in Greek Stock Marketen_UK
dc.typeArticleen_UK

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