Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.

Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.

This paper investigates the return dynamics of key Asia-Pacific stock markets together with the highly developed markets of the United States and the United Kingdom, and determines the extent to which the sample period and method of analysis may bias the holding period returns.

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Main Authors: Soh, Adrian Eng Hai., Yip, Tsui Ling., Wee, Lydia Lynn.
Other Authors: Nanyang Business School
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/10752
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10752
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spelling sg-ntu-dr.10356-107522023-05-19T06:24:03Z Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets. Soh, Adrian Eng Hai. Yip, Tsui Ling. Wee, Lydia Lynn. Nanyang Business School DRNTU::Business::Finance::Stock exchanges This paper investigates the return dynamics of key Asia-Pacific stock markets together with the highly developed markets of the United States and the United Kingdom, and determines the extent to which the sample period and method of analysis may bias the holding period returns. 2008-09-24T07:47:07Z 2008-09-24T07:47:07Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/10752 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Soh, Adrian Eng Hai.
Yip, Tsui Ling.
Wee, Lydia Lynn.
Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
description This paper investigates the return dynamics of key Asia-Pacific stock markets together with the highly developed markets of the United States and the United Kingdom, and determines the extent to which the sample period and method of analysis may bias the holding period returns.
author2 Nanyang Business School
author_facet Nanyang Business School
Soh, Adrian Eng Hai.
Yip, Tsui Ling.
Wee, Lydia Lynn.
format Final Year Project
author Soh, Adrian Eng Hai.
Yip, Tsui Ling.
Wee, Lydia Lynn.
author_sort Soh, Adrian Eng Hai.
title Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
title_short Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
title_full Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
title_fullStr Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
title_full_unstemmed Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
title_sort mean non-stationarity and a cusum technical trading strategy : evidence from 10 stock markets.
publishDate 2008
url http://hdl.handle.net/10356/10752
_version_ 1770564324004200448

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