TY  - JOUR
AB  - Outlines previous research on stock market efficiency and technical trading rules in both developed and emerging markets. Uses variable moving average (VMA) models to develop five technical trading rules and applies them to markets in Taiwan, Thailand and The Phillippines 1994‐1999. Compares results with the US and Japan indices and a simple buy and hold strategy. Finds the VMA rules gave higher returns in Taiwan and very much higher returns in Thailand and The Phillippines, even after transaction costs, but not in Japan and the USA. Considers the reasons why and calls for further research.
VL  - 26
IS  - 6
SN  - 0307-4358
DO  - 10.1108/03074350010766747
UR  - https://doi.org/10.1108/03074350010766747
AU  - Ahmed Parvez
AU  - Beck Kristine
AU  - Goldreyer Elizabeth
PY  - 2000
Y1  - 2000/01/01
TI  - Can moving average technical trading strategies help in volatile and declining markets? a study of some emerging Asian markets
T2  - Managerial Finance
PB  - MCB UP Ltd
SP  - 49
EP  - 62
Y2  - 2024/04/25
ER  -