Testing the robustness of moving average distance in the ASEAN stock markets

Several researches have provided empirical evidence that moving average distance (MAD) can be used in predicting equity returns focusing on developed markets. These ultimately challenge the proposition of the efficient market hypothesis (EMH) theory that historical prices cannot be used to create a...

Full description

Saved in:
Bibliographic Details
Main Authors: Cerdena, Ma. Rica, Romero-Salas, Santiago Miguel Luna, Simmons, David Moldez
Format: text
Language:English
Published: Animo Repository 2022
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etdb_econ/53
https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1064&context=etdb_econ
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: De La Salle University
Language: English

Similar Items