13-077/III - Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

• Authors
  Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Kyoto University; John Suen, Chinese University of Hong Kong; Wing Keung Wong, Hong Kong Baptist University
• Publication date
  June 3, 2013

• Keywords
  Technical analysis, moving average, buy-and-hold strategy, dot-com bubble, Asian financial crisis, sub-prime crisis, moving linear regression, volatility
• JEL
  G1, C0