An empirical comparison of moving average envelopes and Bollinger Bands
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AbstractThis paper endeavors to compare the profitability of Moving Average Envelopes and Bollinger Bands. Despite the fact that Bollinger Bands can capture sudden price fluctuations which Moving Average Envelopes cannot, our study reveals that Bollinger Bands do not outperform the Moving Average Envelopes.
All Author(s) ListLeung JMJ, Chong TTL
Journal nameApplied Economics Letters
Detailed descriptionFrom ORKTS: Dear Prof. Chong,

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Year2003
Month5
Day17
Volume Number10
Issue Number6
PublisherROUTLEDGE TAYLOR & FRANCIS LTD
Pages339 - 341
ISSN1350-4851
eISSN1466-4291
LanguagesEnglish-United Kingdom
Web of Science Subject CategoriesBusiness & Economics; Economics; ECONOMICS

Last updated on 2020-22-11 at 01:21