Performance of Moving Average Trading Rules in a Volatile Stock Market: The Russian Evidence

This article examines the profitability of dual moving average crossover (DMAC) trading strategies in the Russian stock market over the 2003-12 period. It contributes to the existing technical analysis (TA) literature by testing, for the first time, the applicability of ordered weighted moving avera...

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Bibliographic details
Volume: 52
Main Author: Luukka, Pasi
Pätäri, Eero
Fedorova, Elena
Garanina, Tatiana
Format: Journal Article
Language: English
Place of publication: ABINGDON Routledge 02.10.2016
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor & Francis Ltd
published in: Emerging markets finance & trade Vol. 52; no. 10; pp. 2434 - 2450
ORCID: 0000-0002-4536-8701
0000-0002-8349-4506
Data of publication: 10/2/2016
ISSN: 1540-496X
1558-0938
EISSN: 1558-0938
Discipline: Business
Economics
International Relations
Subjects:
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2016
Web of Knowledge
Web of Science
CrossRef
ProQuest One Business (Alumni)
ProQuest One Business
Database information Databases - DBIS