Profitability of Technical Trading Rules on the Baltic Stock Markets

Carl Lönnbark and Albina Soultanaeva ()
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Albina Soultanaeva: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden

No 761, Umeå Economic Studies from Umeå University, Department of Economics

Abstract: In this note we study whether simple technical trading rules are profitable on the three Baltic stock markets. To statistically assess our findings we consider the conventional t-test and a block-bootstrap procedure. The two evaluation methods give conflicting results. The t-test supports some of the rules, while the block-bootstrap does not.

Keywords: Baltic stock markets; technical trading rules; block bootstrap (search for similar items in EconPapers)
JEL-codes: G10 G14 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk and nep-mst
Date: 2009-01-14
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Persistent link: http://EconPapers.repec.org/RePEc:hhs:umnees:0761

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