JavaScript is disabled for your browser. Some features of this site may not work without it.
dc.contributor.author
Balaskas, Georgios
en
dc.date.accessioned
2021-09-08T09:16:56Z
dc.date.available
2021-09-08T09:16:56Z
dc.date.issued
2021-09-08
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/29782
dc.rights
Default License
dc.subject
Technical analysis
en
dc.subject
Market efficiency
en
dc.subject
Stock market
en
dc.subject
Trading Strategies
en
dc.title
Technical analysis versus market efficiency: the case of Athens Stock Exchange market
en
heal.type
masterThesis
en_US
heal.classification
Financial Markets
en
heal.dateAvailable
2021-05-20
heal.language
en
en_US
heal.access
free
en_US
heal.license
http://creativecommons.org/licenses/by-nc/4.0
en_US
heal.recordProvider
School of Economics, Business Administration and Legal Studies, Executive MBA
en_US
heal.publicationDate
2021-05-20
heal.abstract
This dissertation tests some of the most popular technical analysis trading rules-moving
averages, trade range break-out and momentum market indicators- on the General Index of the
Athens Stock Exchange Market from 1985 to 2020. Technical rules’ performance is compared to
a naïve buy-and-hold strategy, on the basis of mean and total returns, accepted levels of risk,
number of market participation days and transaction costs. Three sub-samples tests of the
technical rules’ performance are conducted, representing the bull, bear and mixed market
conditions, along with statistical tests to secure the robustness of our findings.
en
heal.advisorName
Markellos, Raphael
en
heal.committeeMemberName
Markellos, Raphael
en
heal.committeeMemberName
Sikalidis, Alexandros
en
heal.committeeMemberName
Chantziaras, Antonios
en
heal.academicPublisher
IHU
en
heal.academicPublisherID
ihu
en_US
heal.spatialCoverage
Athens
en
This item appears in the following Collection(s)
Related Items
Browse
-
All of IHU Repository
-
This Collection
My Account
Statistics
©International Hellenic University.
