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PROFITING FROM MOVING AVERAGES AND TIME-SERIES FORECASTS: ASIAN-PACIFIC EVIDENCE

This paper examines trading strategies for predicting stock price movements by applying a combination of technical analysis and time series forecasts to the five Asian-Pacific stock markets of Australia, Indonesia, Japan, Malaysia and Singapore. For practitioners, the study shows how technical analy... Full description

Journal Title: The Asia Pacific journal of economics & business 2005-06-01, Vol.9 (1), p.62
Main Author: Elaine Y L Loh
Format: Electronic Article Electronic Article
Language: English
Subjects:
Quelle: Alma/SFX Local Collection
Publisher: Perth: Asia Pacific Journal of Economics and Business
ID: ISSN: 1326-8481
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title: PROFITING FROM MOVING AVERAGES AND TIME-SERIES FORECASTS: ASIAN-PACIFIC EVIDENCE
format: Article
creator:
  • Elaine Y L Loh
subjects:
  • Forecasts
  • Investment policy
  • Profitability
  • Securities markets
  • Stock exchanges
  • Stock prices
  • Studies
  • Time series
ispartof: The Asia Pacific journal of economics & business, 2005-06-01, Vol.9 (1), p.62
description: This paper examines trading strategies for predicting stock price movements by applying a combination of technical analysis and time series forecasts to the five Asian-Pacific stock markets of Australia, Indonesia, Japan, Malaysia and Singapore. For practitioners, the study shows how technical analysis may be improved by incorporating forecasting approaches. For policy-makers, an approach is demonstrated that better captures information contained in past prices and provides a superior proxy for the examination of weak form efficiency across international stock markets. [PUBLICATION ABSTRACT]
language: eng
source: Alma/SFX Local Collection
identifier: ISSN: 1326-8481
fulltext: fulltext
issn:
  • 1326-8481
url: Link


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descriptionThis paper examines trading strategies for predicting stock price movements by applying a combination of technical analysis and time series forecasts to the five Asian-Pacific stock markets of Australia, Indonesia, Japan, Malaysia and Singapore. For practitioners, the study shows how technical analysis may be improved by incorporating forecasting approaches. For policy-makers, an approach is demonstrated that better captures information contained in past prices and provides a superior proxy for the examination of weak form efficiency across international stock markets. [PUBLICATION ABSTRACT]
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abstractThis paper examines trading strategies for predicting stock price movements by applying a combination of technical analysis and time series forecasts to the five Asian-Pacific stock markets of Australia, Indonesia, Japan, Malaysia and Singapore. For practitioners, the study shows how technical analysis may be improved by incorporating forecasting approaches. For policy-makers, an approach is demonstrated that better captures information contained in past prices and provides a superior proxy for the examination of weak form efficiency across international stock markets. [PUBLICATION ABSTRACT]
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