Sökning: "Mieszko Dudziuk"

Hittade 1 uppsats innehållade orden Mieszko Dudziuk.

  1. 1. An Econometric Evaluation of Pattern Trading

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Mieszko Dudziuk; Jonas Olsson; [2010]
    Nyckelord :stock prices; technical analysis; kernel regression;

    Sammanfattning : This thesis implements the method of Lo, Mamaysky and Wang (2000) and analyze its econometric performance. We find no support for significant returns or excess returns generated by the method when using holding periods that range between 20 and 60 days. LÄS MER