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Testing moving average trading strategies on ETFs

Jing-Zhi Jay Huang, Zhijian James Huang
Year2019
VenueJournal of Empirical Finance
Typearticle
Citations33
DOI10.1016/j.jempfin.2019.10.002
OpenAlexW2794544872

Topics

Financial Markets and Investment StrategiesSharpe ratioEconometricsProfitability indexTrading strategyBenchmark (surveying)