The anatomy of returns from moving average trading rules in the Russian stock market

This paper examines the profitability of index trading strategies that are based on dual moving average crossover (DMAC) rules in the Russian stock market over the 2003-2012 period. It contributes to the existing technical analysis (TA) literature by comparing for the first time in emerging markets...

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Bibliographic details
Volume: 24
Main Author: Pätäri, Eero
Luukka, Pasi
Fedorova, Elena
Garanina, Tatiana
Format: Journal Article
Language: English
Place of publication: ABINGDON Routledge 12.03.2017
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
published in: Applied economics letters Vol. 24; no. 5; pp. 311 - 318
ORCID: 0000-0002-4536-8701
0000-0002-8349-4506
Data of publication: 3/12/2017
ISSN: 1350-4851
1466-4291
EISSN: 1466-4291
Discipline: Economics
Subjects:
G11
G14
G17
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2017
Web of Knowledge
Web of Science
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