Predictable returns in an emerging stock market: Evidence from Qatar

This article investigates the performance of moving-average strategies and tests the validity of the weak form of the Efficient Market Hypothesis (EMH) for the Qatari Stock Exchange (QSE). This study uses statistical analyses and adopts the version of the variable moving-average rule where buy and s...

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Autor principal: Hesham I. Almujamed
Formato: article
Lenguaje:EN
Publicado: Taylor & Francis Group 2018
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Acceso en línea:https://doaj.org/article/cd56fff0caa34460b6f3a9d25b35c74c
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