A comparative study of technical trading strategies and return predictability: An extension of Brock, Lakonishok, and LeBaron (1992) using NYSE and NASDAQ indices

Quarterly Review of Economics and Finance

Volumn 42, Issue 3, 2002, Pages 611-631

  Kwon, Ki Yeol ^a   Kish, Richard J ^b  

^a AMERICAN EXPRESS   (United States)

^b LEHIGH UNIVERSITY   (United States)

Author keywords

Indices; Return predictability; Technical trading strategies

Indexed keywords

EID: 0036764808     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(01)00089-8     Document Type: Article

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