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 |
| _version_ | 1826114342639108096 |
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| author | Soh, Adrian Eng Hai. Yip, Tsui Ling. Wee, Lydia Lynn. |
| author2 | Nanyang Business School |
| author_facet | Nanyang Business School Soh, Adrian Eng Hai. Yip, Tsui Ling. Wee, Lydia Lynn. |
| author_sort | Soh, Adrian Eng Hai. |
| collection | NTU |
| 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. |
| first_indexed | 2024-10-01T03:37:54Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/10752 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T03:37:54Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-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 |
| 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. |
| title | 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_short | 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 |
| topic | DRNTU::Business::Finance::Stock exchanges |
| url | http://hdl.handle.net/10356/10752 |
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