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Article Navigation >  Journal of University of Electronic Science and Technology of China  > 2000  >  29(6): 647-650

Lin Ling, Zeng Yong, Tang Xiaowo. Test of Trading Rule of Moving Average[J]. Journal of University of Electronic Science and Technology of China, 2000, 29(6): 647-650.
Citation: Lin Ling, Zeng Yong, Tang Xiaowo. Test of Trading Rule of Moving Average[J]. Journal of University of Electronic Science and Technology of China, 2000, 29(6): 647-650.
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Test of Trading Rule of Moving Average

  • 1.

    Management College,UEST of China Chengdu 610054

  • Received Date: 1999-10-13
  • Publish Date: 2000-12-15
  • This paper uses the moving average trading rule of the technical analysis method to do predictability research. The empirical evidence shows that the technical rules have predictive power, because adopting the moving average trading strategy can produce higher average return than using buy-holding strategy. The results prove theoretically that China's stock market is weak form efficient.
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    沈阳化工大学材料科学与工程学院 沈阳 110142

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Test of Trading Rule of Moving Average

  • 1. Management College,UEST of China Chengdu 610054
  • Received Date: 1999-10-13
  • Publish Date: 2000-12-15

Abstract: This paper uses the moving average trading rule of the technical analysis method to do predictability research. The empirical evidence shows that the technical rules have predictive power, because adopting the moving average trading strategy can produce higher average return than using buy-holding strategy. The results prove theoretically that China's stock market is weak form efficient.

Lin Ling, Zeng Yong, Tang Xiaowo. Test of Trading Rule of Moving Average[J]. Journal of University of Electronic Science and Technology of China, 2000, 29(6): 647-650.
Citation: Lin Ling, Zeng Yong, Tang Xiaowo. Test of Trading Rule of Moving Average[J]. Journal of University of Electronic Science and Technology of China, 2000, 29(6): 647-650.
shu

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