Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises
Michael D. McKenzie
Emerging Markets Finance and Trade, 2007, vol. 43, issue 4, 46-73
The ability of simple technical trading rules to forecast future stock market movements is considered for seventeen emerging markets, sampled from January 1986 to September 2003. Some of the trading rules considered generated significant returns; this information could be exploited profitably on occasion. Market conditions and trading volume are found to be important to determining the usefulness of technical trading rules.
Keywords: emerging markets; stock market predictability; technical trading strategies (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:43:y:2007:i:4:p:46-73
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