Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence

This article examines the profitability of dual moving average crossover (DMAC) trading strategies in the Finnish stock market over the period 1996 to 2012. It contributes to the existing technical analysis literature by comparing for the first time the performance of DMAC trading portfolios of indi...

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Bibliographic details
Volume: 46
Main Author: Pätäri, Eero
Vilska, Mika
Format: Journal Article
Language: English
Zielgruppe: Trade
Place of publication: ABINGDON Routledge 23.08.2014
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor & Francis Group LLC
published in: Applied economics Vol. 46; no. 24; pp. 2851 - 2872
ORCID: 0000-0002-4536-8701
Data of publication: 8/23/2014
ISSN: 0003-6846
1466-4283
EISSN: 1466-4283
Discipline: Economics
Subjects:
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2014
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