The profitability of trading strategies based on historical prices and risk: evidence from Thailand

Q3 Economics, Econometrics and Finance

International Journal of Monetary Economics and Finance Pub Date : 2021-07-28 DOI:10.1504/ijmef.2021.116983

Surachai Chancharat, Parichat Sinlapates

引用次数: 0

Abstract

Historical trends in share prices can be used in trading strategies to generate profits. Two such strategies are the momentum and contrarian trading strategies. The contrarian trading strategy tend...

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基于历史价格和风险的交易策略的盈利能力：来自泰国的证据

股价的历史趋势可以用于交易策略以产生利润。两种这样的策略是动量交易策略和反向交易策略。反向交易策略倾向于。。。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

International Journal of Monetary Economics and Finance Economics, Econometrics and Finance-Finance

CiteScore

1.20

自引率

0.00%

发文量

期刊介绍： International money, banking and finance have become central to understanding how modern open economies and national economic policies work and interact. IJMEF is an international, peer-reviewed journal at the forefront of economic research, fostering discussion on advances in research which have a significant, long-term impact. With articles from both economists and finance experts, IJMEF represents a focal point for understanding issues involved in economic growth, providing a truly global perspective on monetary and financial questions at national and international levels. Topics covered include: -International financial institutions- Monetary theory- Exchange rates and interest rates- Bank services and development- Central banking- International banking- Credit and financial markets- Open economy macroeconomics- Macroeconometrics- International finance- Financial markets and institutions- Corporate governance- Financial liberalisation- Financial performance- Credit channels.