Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10752
Title: Mean non-stationarity and a CUSUM technical trading strategy : evidence from 10 stock markets.
Authors: Soh, Adrian Eng Hai.
Yip, Tsui Ling.
Wee, Lydia Lynn.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2000
Abstract: This paper investigates the return dynamics of key Asia-Pacific stock markets together with the highly developed markets of the United States and the United Kingdom, and determines the extent to which the sample period and method of analysis may bias the holding period returns.
URI: http://hdl.handle.net/10356/10752
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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