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Volumn 17, Issue 2, 2006, Pages 271-281

Is the CRISMA technical trading system profitable?

Author keywords

CRISMA; Market efficiency; Technical analysis

Indexed keywords


EID: 33750850876     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2006.05.004     Document Type: Article
Times cited : (1)

References (13)
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    • Brock, W.1    Lakonishok, J.2    LeBaron, B.3
  • 2
    • 33750883953 scopus 로고    scopus 로고
    • Simple technical trading strategies: Returns, risk and size
    • Chandrashekar S. Simple technical trading strategies: Returns, risk and size. Working paper (2004) 1-42
    • (2004) Working paper , pp. 1-42
    • Chandrashekar, S.1
  • 3
    • 1342264769 scopus 로고    scopus 로고
    • Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation
    • Demir I., Muthuswamy J., and Walter T. Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation. Pacific Basin Finance Journal 12 (2004) 143-158
    • (2004) Pacific Basin Finance Journal , vol.12 , pp. 143-158
    • Demir, I.1    Muthuswamy, J.2    Walter, T.3
  • 4
    • 0001674920 scopus 로고
    • Filter rules and stock market trading profits
    • Fama E.F., and Blume M.E. Filter rules and stock market trading profits. Journal of Business 39 (1966) 226-241
    • (1966) Journal of Business , vol.39 , pp. 226-241
    • Fama, E.F.1    Blume, M.E.2
  • 5
    • 0005561038 scopus 로고    scopus 로고
    • Testing the CRISMA trading system: Evidence from the UK market
    • Goodacre A., Bosher J., and Dove A. Testing the CRISMA trading system: Evidence from the UK market. Applied Financial Economics 9 (1999) 455-468
    • (1999) Applied Financial Economics , vol.9 , pp. 455-468
    • Goodacre, A.1    Bosher, J.2    Dove, A.3
  • 7
    • 1442276957 scopus 로고    scopus 로고
    • A century of stock market liquidity and trading costs
    • Columbia University, U.S.A.
    • Jones C. A century of stock market liquidity and trading costs. Working paper (2002), Columbia University, U.S.A.
    • (2002) Working paper
    • Jones, C.1
  • 9
    • 31144455959 scopus 로고    scopus 로고
    • Is the 52-week high momentum strategy profitable outside the US?
    • Marshall B.R., and Cahan R. Is the 52-week high momentum strategy profitable outside the US?. Applied Financial Economics 15 (2005) 1259-1267
    • (2005) Applied Financial Economics , vol.15 , pp. 1259-1267
    • Marshall, B.R.1    Cahan, R.2
  • 11
    • 0002477659 scopus 로고
    • The CRISMA trading system: Who says technical analysis can't beat the market
    • Pruitt S.W., and White R.E. The CRISMA trading system: Who says technical analysis can't beat the market. Journal of Portfolio Management 14 (1988) 55-58
    • (1988) Journal of Portfolio Management , vol.14 , pp. 55-58
    • Pruitt, S.W.1    White, R.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.