Outputs (2)

The benefits of combining seasonal anomalies and technical trading rules (2015)
Journal Article
Gebka, B., Hudson, R. S., & Atanasova, C. V. (2015). The benefits of combining seasonal anomalies and technical trading rules. Finance research letters, 14, 36-44. https://doi.org/10.1016/j.frl.2015.06.001

Although many seasonal anomalies and technical trading rules have been shown to have predictive ability, investigations have focused only on them operating individually. We study the benefits of trading based on combinations of three of the best know... Read More about The benefits of combining seasonal anomalies and technical trading rules.

How exactly do markets adapt? Evidence from the moving average rule in three developed markets (2015)
Journal Article
Urquhart, A., Gebka, B., & Hudson, R. (2015). How exactly do markets adapt? Evidence from the moving average rule in three developed markets. Journal of International Financial Markets, Institutions and Money, 38, 127-147. https://doi.org/10.1016/j.intfin.2015.05.019

The seminal study by Brock, Lakonishok and LeBaron (1992) (BLL hereafter) found that the moving average rule had strong predictive power over 90 years in the DJIA, and this result was confirmed by Hudson et al. (1996) for the FT30 in the UK and Chen... Read More about How exactly do markets adapt? Evidence from the moving average rule in three developed markets.