Moving average rules, volume and the predictability of security returns with feedforward networks

Journal of Forecasting

Volumn 17, Issue 5-6, 1998, Pages 401-414

  Gençay, Ramazan ^a   Stengos, Thanasis ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b UNIVERSITY OF GUELPH   (Canada)

Author keywords

Feedforward networks; Technical trading

Indexed keywords

EID: 0012532213     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(1998090)17:5/6<401::aid-for704>3.0.co;2-c     Document Type: Article

References (6)

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6. Poterba, J. M. and Summers, L. H., 'Mean reversion in stock prices: Evidence and implications', Journal of Financial Economics, 22 (1988), 27-59.