The profitability of technical trading rules in the Asian stock markets

Pacific-Basin Finance Journal

Volumn 3, Issue 2-3, 1995, Pages 257-284

  Bessembinder, Hendrik ^a   Chan, Kalok ^a  

^a ARIZONA STATE UNIVERSITY   (United States)

Author keywords

Asian stock markets; Return forecastability; Technical analysis; Time varying risk premia; Transaction costs

Indexed keywords

EID: 0000686905     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-538X(95)00002-3     Document Type: Article

References (13)

1. Properties of daily stock returns from the Pacific Basin stock markets: Evidence and implications
2. Time-varying risk premia and forecastable returns in futures markets
3. Simple technical trading rules and the stochastic properties of stock returns
4. Efficient capital markets II
5. Permanent and temporary components of stock prices
6. Filter rules and stock market trading
7. Random walks and technical theories Some additional evidence
8. An examination of mean-reverting behavior of stock prices in Pacific-Basin stock markets
9. An Overview of equity markets in Pacific-Basin countries
10. Estimating betas from nonsynchronous data
11. The dynamics of stock index and stock index futures returns
12. Beating the foreign exchange market