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Market Timing and Moving Averages

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  • Paskalis Glabadanidis

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  • Paskalis Glabadanidis, 2015. "Market Timing and Moving Averages," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-35983-4, October.
    • Handle: RePEc:pal:palbok:978-1-137-35983-4
    DOI: 10.1057/9781137359834
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    Cited by:

    1. Hutchinson, Mark C. & O'Brien, John, 2020. "Time series momentum and macroeconomic risk," International Review of Financial Analysis, Elsevier, vol. 69(C).
    2. Mingwei Sun & Paskalis Glabadanidis, 2022. "Can technical indicators predict the Chinese equity risk premium?," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 114-142, March.
    3. Yafeng Qin & Guoyao Pan & Min Bai, 2020. "Improving market timing of time series momentum in the Chinese stock market," Applied Economics, Taylor & Francis Journals, vol. 52(43), pages 4711-4725, September.
    4. Zhengyong Jiang & Jeyan Thiayagalingam & Jionglong Su & Jinjun Liang, 2023. "CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy," Papers 2310.01319, arXiv.org.
    5. Yuri V. L. Melo & Vicente A. Sousa & Tarcisio F. Maciel, 2021. "MACD e-ICIC: a dynamic LTE interference coordination method based on trend and trading know-how," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 76(3), pages 391-402, March.
    6. Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021. "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 464-477.

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