English, Article edition: Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? Ben Marshall; Sun Qian; Martin Young

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Bookmark: http://trove.nla.gov.au/version/50183
Physical Description
  • article
Language
  • English

Edition details

Title
  • Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?
Author
  • Ben Marshall
  • Sun Qian
  • Martin Young
Physical Description
  • article
Notes
  • We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some evidence that they are more profitable for smaller, less liquid stocks. There is no evidence to any industry bias in applying these rules and when a rule does produce statistically significant profits on a stock, these profits tend to be greater for longer decision period rules.
  • RePEc:taf:apfiec:v:19:y:2009:i:15:p:1213-1221
Language
  • English
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