EconPapers    
Economics at your fingertips  
 

Profitability of Technical Trading Rules on the Baltic Stock Markets

Carl Lönnbark and Albina Soultanaeva ()
Additional contact information
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)
Pages: 6 pages
Date: 2009-01-14
New Economics Papers: this item is included in nep-fmk and nep-mst
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.econ.umu.se/DownloadAsset.action?conten ... Id=3&assetKey=ues761 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hhs:umnees:0761

Access Statistics for this paper

More papers in Umeå Economic Studies from Umeå University, Department of Economics Department of Economics, Umeå University, S-901 87 Umeå, Sweden. Contact information at EDIRC.
Bibliographic data for series maintained by David Skog ().

 
Page updated 2024-02-19
Handle: RePEc:hhs:umnees:0761