The profitability of regression-based trading rules for the Shanghai stock market

International Review of Financial Analysis

Volumn 17, Issue 2, 2008, Pages 411-430

  Groenewold, Nicolaas ^a   Kan Tang, Sam Hak ^a   Wu, Yanrui ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

China; Efficient Markets Hypothesis; Stock market; Trading rules

Indexed keywords

EID: 40649119255     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2005.11.001     Document Type: Article

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