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

Research output: Contribution to journalArticle

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)411-430
JournalInternational Review of Financial Analysis
Volume17
DOIs
Publication statusPublished - 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",

}

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 -