The profitability of moving average trading rules in South Asian stock markets

By A. Gunasekarage, D. Power. 2001

180 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9597270220654d82a31206a1d682b13cb86ddeca

How researchers see this paper

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In Finance

1. Anirut Pisedtasalasai
2. A. Gunasekarage

Citations in the corpus

• Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia (2004, background): “Gunasekarage and Power (2001) provide convincing evidence that such investors in South Asian capital markets can earn excess returns by employing technical trading rules; the study reveals that the fixed length moving average rule generates excess returns of 4.”