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Emerging Markets Review
Volumn 1, Issue 2, 2000, Pages 152-164
Simple technical trading rules of stock returns: Evidence from 1987 to 1998 in Chile
Author keywords

Chilean stock market; Moving average; Stock returns; Trading range; Trading rules
Indexed keywords

EID: 0034259583     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1566-0141(00)00006-6     Document Type: Article
Times cited : (36)
References (12)
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  • 2
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    • Market statistics and technical analysis: The role of volume
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  • 3
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    • Simple technical trading rules and stochastic properties of stock returns
    • Brock, W., Lakonishok, J., LeBaron, B., 1992. Simple technical trading rules and stochastic properties of stock returns. J. Finance 47, 1731-1764.
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    • Brock, W.1    Lakonishok, J.2    LeBaron, B.3
  • 4
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    • Trading volume and serial correlation in stock returns
    • Campbell, J.Y., Grossman, S.J., Wang, J., 1993. Trading volume and serial correlation in stock returns. Q. J. Econ. 108, 905-940.
    • (1993) Q. J. Econ. , vol.108 , pp. 905-940
    • Campbell, J.Y.1    Grossman, S.J.2    Wang, J.3
  • 5
    • 84993917296 scopus 로고
    • Volume and autocovariance in short-horizon individual security returns
    • Conrad, J., Hammeed, A., Niden, C., 1994. Volume and autocovariance in short-horizon individual security returns. J. Finance 49, 1305-1329.
    • (1994) J. Finance , vol.49 , pp. 1305-1329
    • Conrad, J.1    Hammeed, A.2    Niden, C.3
  • 6
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    • Does the stock market overreact?
    • De Bondt and Thaler 1985, Does the stock market overreact? J Finance 40, 793-805.
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  • 7
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    • El ajuste de los precios accionarios a la información
    • Gregoire, J., 1985. El ajuste de los precios accionarios a la información. Paradigmas Administración 7, 121-131.
    • (1985) Paradigmas Administración , vol.7 , pp. 121-131
    • Gregoire, J.1
  • 8
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    • Evidence of predictable behavior of securities returns
    • Jegadeesh, N., 1990. Evidence of predictable behavior of securities returns. J. Finance 45, 881-898.
    • (1990) J. Finance , vol.45 , pp. 881-898
    • Jegadeesh, N.1
  • 9
    • 84963088616 scopus 로고
    • Fads, martingales and market efficiency
    • Lehmann, B., 1990. Fads, martingales and market efficiency. Q. J. Econ. 105, 1-28.
    • (1990) Q. J. Econ. , vol.105 , pp. 1-28
    • Lehmann, B.1
  • 12
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    • Time series properties of four Latin American equity markets: Argentina, Brazil, Chile and Mexico
    • Urrutia, J., 1994. Time series properties of four Latin American equity markets: Argentina, Brazil, Chile and Mexico. Estudios Administración 2, 1-8.
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    • Urrutia, J.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.