Profits on technical trading rules and time-varying expected returns: Evidence from Pacific-Basin equity markets

Pacific Basin Finance Journal

Volumn 7, Issue 3-4, 1999, Pages 283-330

  Ito, Akitoshi ^a,b  

^a TOKYO KEIZAI UNIVERSITY   (Japan)

^b INTERNATIONAL UNIVERSITY OF JAPAN   (Japan)

Author keywords

G12; G14; G15; GARCH M model; Mild segmentation; Pacific Basin equity markets; Technical analysis; Time varying expected returns

Indexed keywords

EID: 0000007844     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(99)00008-6     Document Type: Article

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