A Test of Technical Analysis: Matching Time Displaced Generalized Patterns

We use a least squares metric to match the return pattern of a target stock with that of an out-of-sample-twin. The twin with the smallest metric is found by a comprehensive period-by-period search of stocks in the Center for Research in Security Prices data set extending back to 1926. If technical...

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Veröffentlicht in:	Financial management 2013-06, Vol.42 (2), p.291-314
Hauptverfasser:	Hilliard, Jimmy, Schwartz, Adam, Squire, James
Format:	Artikel
Sprache:	eng
Schlagworte:	Control variables Datasets Economic performance Financial management Financial portfolios Holding period return Investments Investors Least squares method Methods Price momentum Prices and rates Rates of return Regression analysis Risk assessment Securities prices Securities trading Significance level Stock markets Stock prices Stock returns Stocks Studies
Online-Zugang:	Volltext
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