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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| Format: | article |
| Langue: | EN |
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Taylor & Francis Group
2018
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| Accès en ligne: | https://doaj.org/article/cd56fff0caa34460b6f3a9d25b35c74c |
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