| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089706 | Journal of Banking & Finance | 2012 | 16 Pages |
Abstract
⺠Trading rules are tested on a set of technology industries and small cap sectors. ⺠Superior predictability is observed in the first half of the sample period. ⺠Trading finds more success in small cap sectors than in technology industries. ⺠Short-term predictability becomes much weaker in the more recent period. ⺠The underlying segments of the equity market have become more efficient over time.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Andrei Shynkevich,