English, Article edition: Investment information content in Bollinger Bands? C. Lento; N. Gradojevic; C. S. Wright

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Investment information content in Bollinger Bands?
Author
  • C. Lento
  • N. Gradojevic
  • C. S. Wright
Physical Description
  • article
Notes
  • This article tests the profitability of Bollinger Bands (BB) technical indicators. It is found that, after adjusting for transaction costs, the BB are consistently unable to earn profits in excess of the buy-and-hold trading strategy. However, the profitability is improved using a contrarian's approach.
  • RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267
Language
  • English
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