Simple Technical Trading Rules and the Stochastic Properties of StockReturns

Authors
WILLIAM BROCK JOSEF LAKONISHOK BLAKE LEBARON
Citation
WILLIAM BROCK et al., Simple Technical Trading Rules and the Stochastic Properties of StockReturns, The Journal of finance, 47(05), 1992, pp. 1731
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
05
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:05<1731:STTRAT>2.0.ZU;2-E