| Original language | English |
|---|---|
| Pages (from-to) | 411-430 |
| Journal | International Review of Financial Analysis |
| Volume | 17 |
| DOIs | |
| Publication status | Published - 2008 |
Cite this
@article{dc01580f3735480689002bfbc88b28cc,
title = "The profitability of regression-based trading rules for the Shanghai stock market",
author = "Nicolaas Groenewold and Sam Tang and Yanrui Wu",
year = "2008",
doi = "10.1016/j.irfa.2005.11.001",
language = "English",
volume = "17",
pages = "411--430",
journal = "International Review of Financial Analysis",
issn = "1057-5219",
publisher = "Elsevier",
}
The profitability of regression-based trading rules for the Shanghai stock market. / Groenewold, Nicolaas; Tang, Sam; Wu, Yanrui.
In: International Review of Financial Analysis, Vol. 17, 2008, p. 411-430.Research output: Contribution to journal › Article
TY - JOUR
T1 - The profitability of regression-based trading rules for the Shanghai stock market
AU - Groenewold, Nicolaas
AU - Tang, Sam
AU - Wu, Yanrui
PY - 2008
Y1 - 2008
U2 - 10.1016/j.irfa.2005.11.001
DO - 10.1016/j.irfa.2005.11.001
M3 - Article
VL - 17
SP - 411
EP - 430
JO - International Review of Financial Analysis
JF - International Review of Financial Analysis
SN - 1057-5219
ER -