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Original Articles

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

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Pages 33-36 | Received 11 May 1995, Published online: 02 Nov 2006

References

  • Brock , W. , Lakonishok , J. and LeBaron , B. 1992 . Simple technical trading rules and the stochastic properties of stock returns . Journal of Finance , 47 ( 5 ) : 1731 – 64 .
  • Chopra , N. , Lakonishok , J. and Ritter , J. R. 1992 . Measuring abnormal performance: do stocks overreact? . Journal of Financial Economics , 31 ( 2 ) : 235 – 68 .
  • Fama , E.F. and French , K. R. 1986 . Permanent and temporary components of stock prices . Journal of Political Economy , 98 : 246 – 74 .
  • Jagadeesh , N. 1990 . Evidence of predictable behaviour of security returns . Journal of Finance , 45 ( 3 ) : 881 – 98 .
  • Porterba , J. M. and Summners , L. H. 1988 . Mean reversion in stock prices: evidence and implications . Journal of Financial Economics , 22 ( 1 ) : 27 – 60 .
  • Rosenberg , B. , Reid , K. and Lanstein , R. 1984–85 . Persuasive evidence of market inefficiency . Journal of Portfolio Management , 11 ( 3 ) : 9 – 17 .

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