Advanced search
Publication Cover
Applied Economics Letters Volume 16, 2009 - Issue 7
Submit an article Journal homepage
110
Views
11
CrossRef citations to date
0
Altmetric
Original Articles

Combined signal approach: evidence from the Asian–Pacific equity markets

Camillo Lento Faculty of Business Administration, Lakehead University, 955 Oliver Road, Thunder Bay, Ontario, P7B 5E1, CanadaCorrespondence[email protected]
Pages 749-753 | Published online: 20 Apr 2009

References

  • Allen , F. and Karjalainen , R. 1999 . Using genetic algorithms to find technical trading rules . Journal of Financial Economics , 51 : 245 – 71 .
  • Brock , W. , Lakonishok , J. and LeBaron , B. 1992 . Simple technical trading rules and the stochastic properties of stock returns . Journal of Finance , 47 : 1931 – 64 .
  • Dooley , M. P. and Shafer , J. R. 1983 . “ Analysis of short-run exchange rate behaviour: March 1973 to November 1981 ” . In Exchange Rate and Trade Instability: Causes, Consequences, and Remedies , Edited by: Bigman , D. and Taya , T. Cambridge, MA : Ballinger .
  • Gençay , R. 1998 . Optimization of technical trading strategies and the profitability in security markets . Economic Letters , 59 : 249 – 54 .
  • Gençay , R. 1999 . Linear, non-linear 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 .
  • Lento , C. , Gradojevic , N. and Wright , C. S. 2007 . Investment information content in bollinger bands? . Applied Financial Economics Letters , 3 : 263 – 7 .
  • 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 , A. W. , Mamaysky , H. and Wang , J. 2000 . Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation . Journal of Finance , 55 : 1705 – 65 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.