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Advanced SearchThe Market quality to technical analysis performan
The main objective of this research is to discuss the impact of market
quality on technical analysis profitability using inter-country
analysis. Market quality is proxied by market capitalization. Technical
analysis performance (profitability) is calculated using technical
analysis return for MA5 indicator and short transaction strategy. This
study uses the OSIRIS and Yahoo Finance databases. Using 21 countries
with 50 companies for each country, this study finds that market quality
affects technical analysis performance. Robustness tests are conducted
for longer moving average indicators that are MA10 and MA15. To make
sure that the results are not sensitive toward the strategy used, other
robustness tests are conducted by using short and long-short transaction
strategies. All robustness tests confirm the findings. [ABSTRACT FROM
AUTHOR]
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Informasi Detil
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Penerbit | Gadjah Mada University : Yogyakarta., September - December |
Deskripsi Fisik |
p. 243 - 254
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ISBN/ISSN |
1411-1128
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