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Chang, Chia-Lin ; Ilomäki, Jukka ; Laurila, Hannu ; McAleer, Michael | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2019The paper investigates the effects of central bank interventions in financial markets, composed of asymmetrically-informed rational investors and noise traders. If the central bank suspects a bubble, it should lift the real risk-free rate to def[...]texto impreso
Chang, Chia-Lin ; Ilomäki, Jukka ; Laurila, Hannu ; McAleer, Michael | 2018-09The paper examines whether the moving average (MA) technique can beat random market timing in traditional and newer branches of an industrial sector. The sector considered is the energy sector, divided into balanced stock portfolios of fossil an[...]texto impreso
Ilomäki, Jukka ; Laurila, Hannu ; McAleer, Michael | 2018-05Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the[...]
