Title of article
The predictive ability and profitability of technical trading rules: does company size matter?
Author/Authors
Jawaad Bokhari، نويسنده , , Charlie Cai، نويسنده , , Robert Hudson، نويسنده , , Kevin Keasey، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
7
From page
21
To page
27
Abstract
In this paper we investigate the predictive ability and profitability of simple technical trading rules for different sizes of company. Our results suggest that technical trading rules have progressively higher predictive ability the smaller the size of the company, but are not profitable given transaction costs
Keywords
Technical trading rules , Individual stocks , Company size
Journal title
Economics Letters
Serial Year
2005
Journal title
Economics Letters
Record number
435565
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