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Profiting from a contrarian application of technical trading rules in the US stock market
Author(s) -
Nauzer Balsara,
Jason Chen,
Lin Zheng
Publication year - 2009
Publication title -
journal of asset management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.362
H-Index - 16
eISSN - 1479-179X
pISSN - 1470-8272
DOI - 10.1057/jam.2008.44
Subject(s) - contrarian , technical analysis , breakout , econometrics , trading strategy , random walk , stock (firearms) , economics , financial economics , investment strategy , random walk hypothesis , stock market , moving average , transaction cost , forecast error , hedge fund , statistics , mathematics , finance , context (archaeology) , market liquidity , mechanical engineering , paleontology , engineering , biology

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