Overview
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (6 chapters)
Keywords
About this book
Reviews
"Market Timing and Moving Averages is a rigorous investigation into the performance of a simple technical rule and its links to successful stock market timing. For a long time neglected by academics, technical analysis has been demeaned and has remained subjective and understudied. Glabadanidis's book takes a swipe at studying the historical performance of the simple moving average rule and finds that its success is largely driven by volatility and market timing." - Turan Bali, Robert Parker Chair Professor of Finance, McDonough School of Business, Georgetown University, USA
"For many years, technical analysis has been used not only by individual investors but also by many professional managers in the fund industry. This book links the traditional technical analysis to the recent developments in asset pricing research in market timing. The author does a great job in building a bridge for fund manages to help access the sophisticated cutting-edge research in the field." - Takeshi Yamada, Professor of Finance, Australia National University College of Business and Economics, Australian
About the author
Bibliographic Information
Book Title: Market Timing and Moving Averages
Book Subtitle: An Empirical Analysis of Performance in Asset Allocation
Authors: Paskalis Glabadanidis
DOI: https://doi.org/10.1057/9781137359834
Publisher: Palgrave Macmillan New York
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Nature America Inc. 2015
Hardcover ISBN: 978-1-137-36468-5Published: 16 July 2015
eBook ISBN: 978-1-137-35983-4Published: 15 July 2015
Edition Number: 1
Number of Pages: XV, 177
Topics: Investments and Securities, Risk Management, Operations Research/Decision Theory, Business Finance, Economics, general