25 Pages Posted: 13 May 2001
Date Written: undated
Many authors discovered that simple forms of technical analysis possessed significant forecast power on various market indexes. We show that these results can be replicated on formally selected European indexes, which almost completely eliminates any influence from data-snooping. Implications of these results in terms of market efficiency are also discussed.
Suggested Citation: Suggested Citation
Detry, P.J. and Gregoire, Philippe, Other Evidences of the Predictive Power of Technical Analysis: The Moving Averages Rules on European Indexes (undated). EFMA 2001 Lugano Meetings. Available at SSRN: https://ssrn.com/abstract=269802 or http://dx.doi.org/10.2139/ssrn.269802