How Rewarding is Technical Analysis? Evidence from Athens Stock Exchange

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dc.contributor.authorVasiliou, Dimitrios
dc.contributor.authorEriotis, Nikolaos
dc.contributor.authorPapathanasiou, Spyros
dc.date.accessioned2016-02-02T13:27:45Z
dc.date.available2016-02-02T13:27:45Z
dc.date.issued2006
dc.description.abstractThe 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.identifier.issn1866-1505
dc.identifier.urihttp://hdl.handle.net/11728/7192
dc.language.isoenen_UK
dc.publisherSpringeren_UK
dc.relation.ispartofseriesOperational Research. An International Journal;Vol.6 No.2
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.subjectmoving averageen_UK
dc.subjecttechnical trading rulesen_UK
dc.subjectbootstrapen_UK
dc.titleHow Rewarding is Technical Analysis? Evidence from Athens Stock Exchangeen_UK
dc.typeArticleen_UK

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