Diversification benefits in trading?

Applied Financial Economics

Volumn 14, Issue 1, 2004, Pages 13-17

  Markellos, Raphael N ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

MANAGEMENT; TRADE RELATIONS;

EID: 1142268862     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000164185     Document Type: Article

References (7)

1. Blake, D. (1990) Financial Market Analysis, McGraw-Hill, London.
2. Brock, W., Lakonishok, J. and LeBaron, B. (1992) Simple technical trading rules and the stochastic properties of stock returns, Journal of Finance, 47, 1731-64.
3. Markellos, R. N. (1999) Investment strategy evaluation with cointegration, Applied Economics Letters, 6, 177-79.
4. Markellos, R. N. and Mills, T. C. (2001) Unit roots in the CAPM?, Applied Economics Letters, 8, 499-502.
5. Mills, T. C. (1997) Technical analysis and the London Stock Exchange: testing trading rules using the FT30, International Journal of Finance and Economics, 2, 319-31.
6. Sharpe, F. W., Alexander, G. J. and Bailey, J. V. (1995) Investments, 5th edn, Prentice Hall, Englewood Cliffs, NJ.
7. Taylor, M. P. (Ed) (1997) Special issue on technical analysis and financial markets, International Journal of Finance and Economics, 2.