Technical trading rules and calendar anomalies -- Are they the same phenomena?

Christina V. Atanasova and Robert Hudson

Economics Letters, 2010, vol. 106, issue 2, 128-130

Abstract: The predictive ability of technical trading rules and the presence of calendar anomalies are well known, but theoretically anomalous, features of equity markets. We show that while some rules exploit calendar effects they are primarily being driven by other factors.

Keywords: Stocks; Technical; trading; Calendar; anomalies (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:106:y:2010:i:2:p:128-130

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