The Returns of Variable Moving Average Rules in China, Hong Kong, Singaporean and Malaysian Stock Markets

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The Returns of Variable Moving Average Rules in China, Hong Kong, Singaporean and Malaysian Stock Markets

This paper examines the profitability and predictability of index returns of Shanghai Composite Index, Hang Seng Index, Straits Times Index, and Kuala Lumpur Stock Exchange Composite Index over three sub-sample periods from 1(st) January 1996 to 30(th) September 2007. We used twelve variations of th...

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Bibliographic Details
Main Authors:	Ming-Ming, Lai, Siok-Hwa, Lau
Format:	Conference or Workshop Item
Published:	2008
Subjects:	T Technology (General) QA75.5-76.95 Electronic computers. Computer science
Online Access:	http://shdl.mmu.edu.my/2948/

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