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18-048/III - Simple Market Timing with Moving Averages


  • Authors
    Jukka Ilomaki, University of Tampere, Finland; Hannu Laurila, University of Tampere, Finland; Michael McAleer, Asia University, Taiwan
  • Publication date
    May 18, 2018
  • Keywords
    Market timing, Moving averages, Risk-free rate, Returns and volatility
  • JEL
    G32, C58, C22, C41, D23