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Applied Financial Economics Letters Volume 3, 2007 - Issue 4
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Original Articles

Investment information content in Bollinger Bands?

C. Lento Faculty of Business Administration, Lakehead University, Thunder Bay, Ontario, Canada, P7B 5E1
,
N. Gradojevic Faculty of Business Administration, Lakehead University, Thunder Bay, Ontario, Canada, P7B 5E1Correspondence[email protected]
&
C. S. Wright Faculty of Business Administration, Lakehead University, Thunder Bay, Ontario, Canada, P7B 5E1
Pages 263-267 | Published online: 23 Jul 2007

References

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  • Dooley , MP and Shaler , JR . 1983 . “ Analysis of short-run exchange rate behaviour: March 1973 to November 1981 ” . In Exchange Rate and Trade Instability: Causes, Consequences, and Remedies , Cambridge, MA : Ballinger Publishing .
  • Gençay , R . 1998 . Optimization of technical trading strategies and the profitability in security markets . Economics Letters , 59 : 249 – 54 .
  • Gençay , R . 1999 . Linear, nonlinear and essential foreign exchange rate prediction with simple technical trading rules . Journal of International Economics , 47 : 91 – 107 .
  • Lento , C and Gradojevic , N . 2007 . The profitability of technical trading rules: a combined signal approach . Journal of Applied Business Research , 23 : 13 – 27 .
  • Levich , R and Thomas , L . 1993 . The significance of technical trading rules profits in the foreign exchange market: a bootstrap approach . Journal of International Money and Finance , 12 : 451 – 74 .
  • Lo , AW , Mamaysky , H and Wang , J . 2000 . Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation . Journal of Finance , 55 : 1705 – 65 .

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