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.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10752 |