The profitability of regression-based trading rules for the Shanghai stock market

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	411-430
Journal	International Review of Financial Analysis
Volume	17
DOIs	https://doi.org/10.1016/j.irfa.2005.11.001
Publication status	Published - 2008

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@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",

}

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 -