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Applied Economics Letters Volume 3, 1996 - Issue 1
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Original Articles

Effectiveness of simple technical trading rules in the Hong Kong futures markets

Mahendra Raj Department of Finance, University of Waikato, Private Bag 3105, Hamilton, New Zealand
&
David Thurston School of Banking and Finance, University of New South Wales, PO Box 1, Kensington, NSW 2033, Australia
Pages 33-36 | Received 11 May 1995, Published online: 02 Nov 2006

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Read on this site (6)

Panha Heng & Scott J. Niblock. (2014) Trading with Tigers: A Technical Analysis of Southeast Asian Stock Index Futures. International Economic Journal 28:4, pages 679-692.
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Achilleas Zapranis & Prodromos E. Tsinaslanidis. (2012) Identifying and evaluating horizontal support and resistance levels: an empirical study on US stock markets. Applied Financial Economics 22:19, pages 1571-1585.
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S. G. M. Fifield, D. M. Power & D. G. S. Knipe. (2008) The performance of moving average rules in emerging stock markets. Applied Financial Economics 18:19, pages 1515-1532.
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Elaine Y. L. Loh. (2007) An alternative test for weak form efficiency based on technical analysis. Applied Financial Economics 17:12, pages 1003-1012.
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Alan Goodacre & Tessa Kohn-Speyer. (2001) CRISMA revisited. Applied Financial Economics 11:2, pages 221-230.
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ALAN GOODACRE, JACQUELINE BOSHER & ANDREW DOVE. (1999) Testing the CRISMA trading system: evidence from the UK market. Applied Financial Economics 9:5, pages 455-468.
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Articles from other publishers (18)

Noureddine Kouaissah & Amin Hocine. (2020) Forecasting systemic risk in portfolio selection: The role of technical trading rules. Journal of Forecasting 40:4, pages 708-729.
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Shaen Corbet, Veysel Eraslan, Brian Lucey & Ahmet Sensoy. (2019) The effectiveness of technical trading rules in cryptocurrency markets. Finance Research Letters 31, pages 32-37.
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Robert Ślepaczuk, Paweł Sakowski & Grzegorz Zakrzewski. (2018) Investment Strategies that Beat the Market. What Can We Squeeze from the Market?. e-Finanse 14:4, pages 36-55.
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Prodromos E. Tsinaslanidis & Achilleas D. ZapranisProdromos E. Tsinaslanidis & Achilleas D. Zapranis. 2016. Technical Analysis for Algorithmic Pattern Recognition. Technical Analysis for Algorithmic Pattern Recognition 57 83 .
Prodromos E. Tsinaslanidis & Achilleas D. ZapranisProdromos E. Tsinaslanidis & Achilleas D. Zapranis. 2016. Technical Analysis for Algorithmic Pattern Recognition. Technical Analysis for Algorithmic Pattern Recognition 1 28 .
Massoud Metghalchi, Chien-Ping Chen & Linda A. Hayes. (2015) History of share prices and market efficiency of the Madrid general stock index. International Review of Financial Analysis 40, pages 178-184.
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Jiali Fang, Ben Jacobsen & Yafeng Qin. (2014) Predictability of the simple technical trading rules: An out-of-sample test. Review of Financial Economics 23:1, pages 30-45.
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Esther Mohr, Günter Schmidt & Sebastian Jansen. 2013. EVOLVE- A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation. EVOLVE- A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation 393 414 .
Cheng-Wei Chen, Chin-Sheng HuangHung-Wei Lai. (2011) Data Snooping on Technical Analysis: Evidence from the Taiwan Stock Market. Review of Pacific Basin Financial Markets and Policies 14:02, pages 195-212.
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Cheng-Wei Chen, Chin-Sheng Huang & Hung-Wei Lai. (2009) The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets. Journal of Asian Economics 20:5, pages 580-591.
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Massoud Metghalchi, Jianjun Du & Yixi Ning. (2009) Validation of Moving Average Trading Rules: Evidence From Hong Kong, Singapore, South Korea, Taiwan. Multinational Business Review 17:3, pages 101-122.
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Cheol-Ho Park & Scott H. Irwin. (2007) WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?. Journal of Economic Surveys 21:4, pages 786-826.
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Leighton Vaughan Williams. 2009. Information Efficiency in Financial and Betting Markets. Information Efficiency in Financial and Betting Markets 5 83 .
Robert Pereira. 2002. Evolutionary Computation in Economics and Finance. Evolutionary Computation in Economics and Finance 287 310 .
Cheol-Ho Park & Scott H. Irwin. (2004) The Profitability of Technical Analysis: A Review. SSRN Electronic Journal.
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Rob Pereira. (1999) Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-Optimised Trading Rules. SSRN Electronic Journal.
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Robert Slepaczuk, Grzegorz Zakrzewski & Pawel Sakowski. (2012) Investment Strategies Beating the Market: What Can We Squeeze from the Market?. SSRN Electronic Journal.
Crossref
Jiali Fang, Ben Jacobsen & Yafeng Qin. (2012) Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test. SSRN Electronic Journal.
Crossref

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