Blar i Department of Economics and Finance på forfatter "Glendrange, Geirmund"
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Testing the Performance of Simple Moving Average With the Extension of Short Selling
Glendrange, Geirmund; Tveiten, Sondre (Master thesis, 2016)In this thesis, we test the performance of market timing based on simple moving average, which is one of the most popular trading strategies used by investors and practitioners to date. Previous studies have found evidence ...