Download This PaperProfitability of Technical Trading Rules on the Baltic Stock Markets
University of Umea Economic Studies Paper No. 761
6 Pages Posted: 18 Oct 2009
Date Written: 2008
Abstract
In this note we study whether simple technical trading rules are pro table on the three Baltic stock markets. To statistically assess our ndings we consider the conventional t-test and a block-bootstrap procedure. The two evaluation methods give conflicting results. The t-test supports some of the rules, while the block-bootstrap does not.
Keywords: Baltic stock markets, technical trading rules, block bootstrap
JEL Classification: G10, G14, G17
Suggested Citation: Suggested Citation
Lönnbark, Carl and Lönnbark, Carl and Soultanaeva, Albina, Profitability of Technical Trading Rules on the Baltic Stock Markets (2008). University of Umea Economic Studies Paper No. 761, Available at SSRN: https://ssrn.com/abstract=1490291 or http://dx.doi.org/10.2139/ssrn.1490291
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.