SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS

William Brock, J. Lakonishok and Blake Lebaron ()

Working papers from Wisconsin Madison - Social Systems

Keywords: statistical analysis; prices; supply and demand; trade (search for similar items in EconPapers)
Pages: 31 pages
Date: 1991
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Journal Article: Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:att:wimass:90-22

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