Profitmaking Speculation In Foreign Exchange Markets
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A01=Patchara Surajaras
A01=Richard Burdekin
A01=Richard J Sweeney
Age Group_Uncategorized
Age Group_Uncategorized
Alexander Rule
American Stock Exchanges
Annual Excess Return
Author_Patchara Surajaras
Author_Richard Burdekin
Author_Richard J Sweeney
automatic-update
Benchmark Portfolios
British Pound
Category1=Non-Fiction
Category=JP
COP=United Kingdom
currency trading strategies
Delivery_Pre-order
Efficient Foreign Exchange Markets
empirical analysis of speculative profits
eq_bestseller
eq_isMigrated=2
eq_nobargain
eq_non-fiction
eq_society-politics
Federal Reserve
Federal Reserve System
Filter Rule
financial economics research
foreign exchange futures
Foreign Exchange Markets
Friedman ANOVA
Intertemporal CAPM
Language_English
market efficiency debate
Moving Average
Moving Average Rule
PA=Not yet available
political economy
Portfolio Approach
portfolio optimization finance
Price_€20 to €50
Prior Periods
PS=Forthcoming
Relative Strength Indices
risk-adjusted returns
softlaunch
Spot Exchange Markets
Spot Foreign Exchange Markets
Systematic Risk Premia
technical trading rules
Technical Trading Strategies
Time Varying Risk Premia
Weighted Portfolio
Wilcoxon Matched Pair Signed Rank Test
Product details
- ISBN 9780367299880
- Weight: 430g
- Dimensions: 152 x 241mm
- Publication Date: 31 Oct 2024
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
- Language: English
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Technical analysis is not supposed consistently to beat financial markets. In this book, however, Professors Surajaras and Sweeney seek to establish that carefully chosen rules can produce substantial and consistent measured profits over time. The authors also call into question the traditional academic wisdom that markets in general are efficient.
Richard J. Sweeney and Patchara Surajaras
