Measuring Predictability of Oil and Gas Stock Returns and Performance of Moving Average Trading Rules
The paper re-examines whether investors can predict oil and gas stock prices for abnormal returns using autocorrelation-based trading and filter rules and moving average strategies. In this paper, short and long lengths moving averages are employed and their performances are measured against the ret...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Tripal Publishing House
2019-03-01
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| Series: | Journal of Economics and Financial Analysis |
| Subjects: | |
| Online Access: | https://ojs.tripaledu.com/index.php/jefa/article/view/43 |