THE RETURN OF TECHNICAL TRADING RULES AND BUY AND HOLD STRATEGY IN THE TEHRAN STOCK EXCHANGE

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

SINAYI H.A.; KHAN BABAEI J.

Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: THE IRANIAN ACCOUNTING AND AUDITING REVIEW Year:2006 | Volume:13 | Issue:43 Page(s): 71-97

Download Full-Text

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Verion

View:

1,143

Download:

Cites:

Information Journal Paper

Title

THE RETURN OF TECHNICAL TRADING RULES AND BUY AND HOLD STRATEGY IN THE TEHRAN STOCK EXCHANGE

Author(s)

SINAYI H.A. | KHAN BABAEI J. | Issue Writer Certificate

Keywords

FUNDAMENTAL ANALYSISQ4

TECHNICAL ANALYSISQ4

BUY AND HOLD STRATEGYQ4

MOVING AVERAGE RULEQ4

RETURNQ3

Abstract

In this research we have investigated the RETURNs to TECHNICAL ANALYSIS and BUY AND HOLD STRATEGY on the Tehran Stock Exchange. We have assessed whether one simple form of TECHNICAL ANALYSIS named by Dual Simple Moving Average (DSMA) can predict stock price movements. To that end, we have used daily data for prices of the 31 firms of the Tehran Stock Exchange, covering the six-year period from 21 March 1999to 20 March 2005. Also we have divided relative period to two subperiods including three years and six years periods. Our findings indicate that In the three and six years periods, RETURNs means that is obtained from studying DSMA both with and without considering transactions costs are equal to those achieved from the BUY AND HOLD STRATEGY. Moreover, our results show that transactions costs reduces strongly RETURNs mean that is obtained from studying Dual Simple Moving Average.

Cites

No record.

References

ارزیابی روش های خرید و فروش سهام در بورس اوراق بهادار تهران

Cite

APA: Copy

SINAYI, H.A., & KHAN BABAEI, J.. (2006). THE RETURN OF TECHNICAL TRADING RULES AND BUY AND HOLD STRATEGY IN THE TEHRAN STOCK EXCHANGE. THE IRANIAN ACCOUNTING AND AUDITING REVIEW, 13(43), 71-97. SID. https://sid.ir/paper/8117/en

Vancouver: Copy

SINAYI H.A., KHAN BABAEI J.. THE RETURN OF TECHNICAL TRADING RULES AND BUY AND HOLD STRATEGY IN THE TEHRAN STOCK EXCHANGE. THE IRANIAN ACCOUNTING AND AUDITING REVIEW[Internet]. 2006;13(43):71-97. Available from: https://sid.ir/paper/8117/en

IEEE: Copy

H.A. SINAYI, and J. KHAN BABAEI, “THE RETURN OF TECHNICAL TRADING RULES AND BUY AND HOLD STRATEGY IN THE TEHRAN STOCK EXCHANGE,” THE IRANIAN ACCOUNTING AND AUDITING REVIEW, vol. 13, no. 43, pp. 71–97, 2006, [Online]. Available: https://sid.ir/paper/8117/en

Related Journal Papers