An empirical comparison of moving average envelopes and Bollinger Bands

Applied Economics Letters

Volumn 10, Issue 6, 2003, Pages 339-341

  Leung, Joseph Man Joe ^a   Chong, Terence Tai Leung ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

PRICE DYNAMICS; STOCK MARKET;

EID: 0037985259     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485022000041032     Document Type: Article

References (5)

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3. Curcio, R., Goodhart, C., Guillaume, D. and Payne, R. (1997) Do technical trading rules generate profits? Conclusions from the intra-day foreign exchange market, International Journal of Finance and Economics, 2, 267-80.
4. Taylor, M. P. (1997) Editor's introduction, International Journal of Finance and Economics, 2, 263-66.
5. Treynor, J. L. and Ferguson, R. (1985) In defense of technical analysis, Journal of Finance, 40, 757-73.