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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/113718

    Title: Do variable length moving average trading rules Matter during a financial crisis period?
    Authors: Yen-Sen Ni;Jen-Tsai Lee;Yi-Ching Liao
    Keywords: financial crisis;variable length MA;stock markets;BRICs
    Date: 2013-02
    Issue Date: 2018-06-21 12:10:46 (UTC+8)
    Abstract: When analysing the data periods including the pre-financial and financial crisis periods, the results show that investors might make profits by using Variable Length Moving Average (VMA) trading rules as buying signals rather than as selling signals shown for the Brazil, Russia, India and China (BRIC) stock markets. However, investors may find it difficult to make profits in a financial crisis period, suggesting that more detailed information should be investigated, since the significant results shown during the full period might not reveal the differences between the pre-financial and financial crisis periods.
    Relation: Applied Economics Letters 20(2), p.135-141
    DOI: doi.org/10.1080/13504851.2012.684784
    Appears in Collections:[Department of Management Sciences] Journal Article

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