THE PROFITABILITY OF TECHNICAL ANALYSIS RULES IN TEHRAN STOCK EXCHANGE AND SEVERAL OF SELECTED COUNTRIES WITH A BOOTSTRAP APPROACH

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ABBASI E.; JAHRAMI H.

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2012 | Volume:3 | Issue:12 Page(s): 61-79

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Title

THE PROFITABILITY OF TECHNICAL ANALYSIS RULES IN TEHRAN STOCK EXCHANGE AND SEVERAL OF SELECTED COUNTRIES WITH A BOOTSTRAP APPROACH

Author(s)

ABBASI E. | JAHRAMI H. | Issue Writer Certificate

Keywords

TECHNICALQ2

MOVING AVERAGEQ2

BUY AND HOLDQ2

RETURNQ2

TOTAL STOCK MARKET INDEXQ2

BOOTSTRAPQ2

Abstract

One of way for specifying entry and exit time to exchange market is TECHNICAL analysis.in this research profitability of some high usage TECHNICAL analysis indexes has been studied. Therefore, the RETURN of 13 trade rules, including kinds of MOVING AVERAGEs as active investment strategy and RETURN BUY AND HOLD method as passive investment strategy in five countries of Iran, Oman, Jordan, Kuwait, Turkey has been evaluated. To do statistical tests, BOOTSTRAP technique has been used. Results showed that in most cases TECHNICAL analysis rules has been more profitable than BUY AND HOLD strategy and short-term TECHNICAL analysis rules had more profitability and among studying countries, Kuwait with most numbers of TECHNICAL analysis rules profitability, showed that has more potential in using TECHNICAL analysis rules. and Jordan, Oman, Turkey placed in next ranks consecutively. Iran is in the last rank with the least numbers.

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APA: Copy

ABBASI, E., & JAHRAMI, H.. (2012). THE PROFITABILITY OF TECHNICAL ANALYSIS RULES IN TEHRAN STOCK EXCHANGE AND SEVERAL OF SELECTED COUNTRIES WITH A BOOTSTRAP APPROACH. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 3(12), 61-79. SID. https://sid.ir/paper/197669/en

Vancouver: Copy

ABBASI E., JAHRAMI H.. THE PROFITABILITY OF TECHNICAL ANALYSIS RULES IN TEHRAN STOCK EXCHANGE AND SEVERAL OF SELECTED COUNTRIES WITH A BOOTSTRAP APPROACH. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2012;3(12):61-79. Available from: https://sid.ir/paper/197669/en

IEEE: Copy

E. ABBASI, and H. JAHRAMI, “THE PROFITABILITY OF TECHNICAL ANALYSIS RULES IN TEHRAN STOCK EXCHANGE AND SEVERAL OF SELECTED COUNTRIES WITH A BOOTSTRAP APPROACH,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 3, no. 12, pp. 61–79, 2012, [Online]. Available: https://sid.ir/paper/197669/en

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