Pasi Luukka

Lappeenranta University of Technology (LUT)

Lappeenranta

Finland

SCHOLARLY PAPERS

2

DOWNLOADS

39

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Performance of Moving Average Trading Rules in a Volatile Stock Market: The Russian Evidence

Emerging Markets Finance and Trade, Vol. 52, Iss. 10, 2434-2450, 2016
Number of pages: 28 Posted: 05 Dec 2019
Lappeenranta University of Technology (LUT), American University of Sharjah - School of Business and Management, Lappeenranta University of Technology, School of Business and Vaasan yliopisto (University of Vaasa)
Downloads 22 (559,501)

Abstract:

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Technical Analysis, Moving Average, Ordered Weighted Average, Trading Rules, Portfolio Performance, Market Efficiency, Quantifier Guided Aggregation

2.

An Anatomy of Returns From Moving Average Trading Rules in the Russian Stock Market

Applied Economics Letters (2017), Vol. 24 No. 5, pp. 311-318.
Number of pages: 15 Posted: 05 Dec 2019
American University of Sharjah - School of Business and Management, Lappeenranta University of Technology (LUT), Lappeenranta University of Technology, School of Business and Vaasan yliopisto (University of Vaasa)
Downloads 17 (591,838)

Abstract:

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Technical analysis, Moving average, Ordered weighted average, Emerging Markets, Trading rules, Index trading, Market efficiency