Essays about: "Mieszko Dudziuk"

Found 1 essay containing the words Mieszko Dudziuk.

  1. 1. An Econometric Evaluation of Pattern Trading

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mieszko Dudziuk; Jonas Olsson; [2010]
    Keywords : stock prices; technical analysis; kernel regression;

    Abstract : This thesis implements the method of Lo, Mamaysky and Wang (2000) and analyze its econometric performance. We find no support for significant returns or excess returns generated by the method when using holding periods that range between 20 and 60 days. READ MORE