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Applied Financial Economics Volume 18, 2008 - Issue 19
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Original Articles

The performance of moving average rules in emerging stock markets

S. G. M. Fifield School of Accounting & Finance, University of Dundee, Dundee, DD1 4HN, UKCorrespondence[email protected]
,
D. M. Power School of Accounting & Finance, University of Dundee, Dundee, DD1 4HN, UK
&
D. G. S. Knipe School of Accounting & Finance, University of Dundee, Dundee, DD1 4HN, UK
Pages 1515-1532 | Published online: 24 Oct 2008

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José Luis Miralles-Quirós, María del Mar Miralles-Quirós & Luis Miguel Valente Gonçalves. (2019) The Profitability of Moving Average Rules: Smaller Is Better in the Brazilian Stock Market. Emerging Markets Finance and Trade 55:1, pages 150-167.
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Hesham I. Almujamed. (2018) Predictable returns in an emerging stock market: Evidence from Qatar. Cogent Business & Management 5:1.
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Eero Pätäri, Pasi Luukka, Elena Fedorova & Tatiana Garanina. (2017) The anatomy of returns from moving average trading rules in the Russian stock market. Applied Economics Letters 24:5, pages 311-318.
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Pasi Luukka, Eero Pätäri, Elena Fedorova & Tatiana Garanina. (2016) Performance of Moving Average Trading Rules in a Volatile Stock Market: The Russian Evidence. Emerging Markets Finance and Trade 52:10, pages 2434-2450.
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J. Andrew Coutts. (2010) Trading rules and stock returns: some further short run evidence from the Hang Seng 1997–2008. Applied Financial Economics 20:21, pages 1667-1672.
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Articles from other publishers (18)

YuZhi Chen, Yi Fang, XinYue Li & Jian Wei. (2023) A factor pricing model based on double moving average strategy. Humanities and Social Sciences Communications 10:1.
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Dong-Her Shih, Ching-Hsien Liao, Ting-Wei Wu, Huan-Shuo Chang & Ming-Hung Shih. (2022) WSI: A New Early Warning Water Survival Index for the Domestic Water Demand. Mathematics 10:23, pages 4478.
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Srivinay, B. Manujakshi, Mohan Kabadi & Nagaraj Naik. (2022) A Hybrid Stock Price Prediction Model Based on PRE and Deep Neural Network. Data 7:5, pages 51.
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Benjamin R. Auer. (2021) Have trend-following signals in commodity futures markets become less reliable in recent years?. Financial Markets and Portfolio Management 35:4, pages 533-553.
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Dhaifallah Alghamdi, Faris Alotaibi & Jayant Rajgopal. (2021) A Novel Hybrid Deep Learning Model For Stock Price Forecasting. A Novel Hybrid Deep Learning Model For Stock Price Forecasting.
Hesham I. AlMujamed. (2021) The profitability of trading strategies from sharia-compliant and conventional banks in the GCC: a comparative study. Journal of Investment Compliance 22:1, pages 74-94.
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Hesham I. Almujamed. (2020) Are share prices of Gulf corporate council banks predictable? A time-series analysis. Journal of Investment Compliance 21:1, pages 9-28.
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Syed Arshad Ali Shah, Naimat Ullah Khan & Muhammad Daud Ali. (2020) Testing Market Efficiency, Predictability and Profitability at Pakistan Stock Exchange Using Firm-level Data. Journal of Accounting and Finance in Emerging Economies 6:1, pages 1-10.
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Guanqing Liu. (2018) Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market. Computational Economics 54:2, pages 669-704.
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Hesham I. Almujamed. (2019) Filter rule performance in an emerging market: evidence from Qatari listed companies. International Journal of Productivity and Performance Management 68:1, pages 231-247.
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Nongnuch Tantisantiwong, Anwar Halari, Christine Helliar & David Power. (2018) East meets West: When the Islamic and Gregorian calendars coincide. The British Accounting Review 50:4, pages 402-424.
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Hesham I. AlmujamedSuzanne G. M. FifieldDavid M. Power. (2018) An Investigation of the Weak Form of the Efficient Markets Hypothesis for the Kuwait Stock Exchange. Journal of Emerging Market Finance 17:1, pages 1-28.
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Marcus Strobel & Benjamin R. Auer. (2018) Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. International Review of Economics & Finance 53, pages 168-184.
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Zura Kakushadze & Juan Andrés SerurZura Kakushadze & Juan Andrés Serur. 2018. 151 Trading Strategies. 151 Trading Strategies 41 86 .
Yi Wei & Vipin Chaudhary. (2015) Fast Quantitative Analysis of Stock Trading Points in Dual Period of DMAC. Fast Quantitative Analysis of Stock Trading Points in Dual Period of DMAC.
Hung T. Nguyen, Hang V. D. Pham & Nguyen Hung. (2014) The Profitability of the Moving Average Strategy in the French Stock Market. Journal of Economics and Development, pages 21-38.
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Hesham I. Almujamed, Suzanne Fifield & David Power. (2013) An investigation of the role of technical analysis in Kuwait. Qualitative Research in Financial Markets 5:1, pages 43-64.
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Valeriy Zakamulin. (2015) Market Timing with Moving Averages: Anatomy and Performance of Trading Rules. SSRN Electronic Journal.
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