In this paper, we examine the profitability of insider trading in firms whose securities trade in
the OTC/NASDAQ market. Although the evidence suggests timing and forecasting ability on …

The use of technical market indicators has long been a controversial subject, highly
regarded by some and treated with great skepticism by others. Yet, the number of indicators …

This paper examines the predictability of technical trading ntles on the daily returns of the
Kuala Lumpur Stock Exchange Composite Index for the full sample period from January …

Starting from the characterization of the past time evolution of market prices in terms of two
fundamental indicators, price velocity and price acceleration, we construct a general …

Purpose–To investigate the performance of moving average trading rules in an emerging
market context, namely that of the Jordanian stock market. Design/methodology/approach …

We present a set of models of the main stylized facts of market price fluctuations. These
models comprise dynamical evolution with threshold dynamics and a Langevin price …

This paper examines the predictability of technical trading rules on the daily returns of the
Kuala Lumpur Stock Exchange Composite Index for the full sample period from January …

Die nationalen und intemationalen Kapitalmarkte sind in den letzten zwei Jahr zehnten von
einer deutlich erhohten Zinsvolatilitiit betroffen. Ais Reaktion auf die damit verbundene …

This paper examines moving averages and trading range breakout rules on Malaysian stock
market by replicating the framework of Brock et al.(1992). The study is based on the Kuala …

An understanding of the implications of insider trading can only be achieved by analysing
conflicting perceptions of what is meant by inside or privileged information. Empirical …