TY  - BOOK
AU  - Ni,Yen-Sen
AU  - Lee,Jen-Tsai
AU  - Liao,Yi-Ching
TI  - Do variable length moving average trading rules matter during a financial crisis period?
SN  - 13504851
AV  - HB1.A666 APP 
PY  - 2013///
CY  - New York
PB  - Taylor and Francis
KW  - Financial crisis
KW  - Variable lenghth MA
KW  - Stock markets
KW  - variable lenghth MA
KW  - stock markets
N2  - 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
UR  - https://doi.org/10.1080/13504851.2012.684784
ER  -