Midlands State University Library

Do variable length moving average trading rules matter during a financial crisis period?/ (Record no. 162745)

MARC details
000 -LEADER
fixed length control field 01622nam a22002897a 4500
003 - CONTROL NUMBER IDENTIFIER
control field ZW-GwMSU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240423124239.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230627b |||||||| |||| 00| 0 eng d
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 13504851
040 ## - CATALOGING SOURCE
Original cataloging agency MSU
Transcribing agency MSU
Description conventions rda
Language of cataloging English
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB1.A666 APP
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ni, Yen-Sen
Relator term author
245 10 - TITLE STATEMENT
Title Do variable length moving average trading rules matter during a financial crisis period?/
Statement of responsibility, etc. created by Yen-Sen Ni, Jen-Tsai Lee and Yi-Ching Liao
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York:
Name of producer, publisher, distributor, manufacturer Taylor and Francis,
Date of production, publication, distribution, manufacture, or copyright notice 2013.
336 ## - CONTENT TYPE
Source rdacontent
Content type term text
Content type code txt
337 ## - MEDIA TYPE
Source rdamedia
Media type term unmediated
Media type code n
338 ## - CARRIER TYPE
Source rdacarrier
Carrier type term volume
Carrier type code nc
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Applied economics letters
Volume/sequential designation Volume 20, number 2
520 3# - SUMMARY, ETC.
Summary, etc. When analysing the data periods including the pre-financial and financial crisis periods, the results show that investors might make profits by using Variable Length Moving Average (VMA) trading rules as buying signals rather than as selling signals shown for the Brazil, Russia, India and China (BRIC) stock markets. However, investors may find it difficult to make profits in a financial crisis period, suggesting that more detailed information should be investigated, since the significant results shown during the full period might not reveal the differences between the pre-financial and financial crisis periods.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial crisis
Form subdivision Variable lenghth MA
General subdivision Stock markets
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element variable lenghth MA
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element stock markets
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lee, Jen-Tsai
Relator term co author
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Liao, Yi-Ching
Relator term co author
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://doi.org/10.1080/13504851.2012.684784
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Serial Enumeration / chronology Total Checkouts Full call number Date last seen Copy number Koha item type Public note
    Library of Congress Classification     Main Library Main Library - Special Collections 20/01/2014 Vol. 20, no.2 (pages 135-141)   HB1.A666 APP 27/06/2023 SP17971 Journal Article For in house use only