Article ID Journal Published Year Pages File Type
9549551 Economics Letters 2005 7 Pages PDF
Abstract
In this paper we investigate the predictive ability and profitability of simple technical trading rules for different sizes of company. Our results suggest that technical trading rules have progressively higher predictive ability the smaller the size of the company, but are not profitable given transaction costs.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The predictive ability and profitability of technical trading rules: does company size matter?
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