Paul Klein

Ben-Gurion University of the Negev

1 Ben-Gurion Blvd

Beer-Sheba 84105, 84105

Israel

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Efficiency Differences between the S&P 500 and the Tel-Aviv 25 Indices: A Moving Average Comparison

Number of pages: 18 Posted: 16 Sep 2003
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Ben-Gurion University of the Negev, City University of New York, CUNY City College of New York - Department of Economics and University of Haifa - Graduate School of Business
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Abstract:

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Technical analysis, Moving Average, Buy and hold policy, Market efficiency