Market Timing with Moving Averages

Jukka Ilomäki; Hannu Laurila; Michael McAleer

doi:10.3390/su10072125

Market Timing with Moving Averages

Jukka Ilomäki
, Hannu Laurila
, Michael McAleer

Research output: Contribution to journal › Article › Scientific › peer-review

8 Citations (Scopus)

Original language	English
Article number	2125
Journal	Sustainability
Volume	10
Issue number	7
DOIs	https://doi.org/10.3390/su10072125
Publication status	Published - 2018
Publication type	A1 Journal article-refereed

Keywords

Market timing
Moving averages
Returns and volatility
Risk-free rate

Publication forum classification

Publication forum level 1

Access to Document

10.3390/su10072125

http://urn.fi/URN:NBN:fi:uta-201807102299

Cite this

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title = "Market Timing with Moving Averages",

keywords = "Market timing, Moving averages, Returns and volatility, Risk-free rate, Market timing, Moving averages, Returns and volatility, Risk-free rate",

author = "Jukka Ilom{\"a}ki and Hannu Laurila and Michael McAleer",

year = "2018",

doi = "10.3390/su10072125",

language = "English",

volume = "10",

journal = "Sustainability",

issn = "2071-1050",

publisher = "MDPI AG",

number = "7",

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T1 - Market Timing with Moving Averages

AU - Ilomäki, Jukka

AU - Laurila, Hannu

AU - McAleer, Michael

PY - 2018

Y1 - 2018

KW - Market timing

KW - Moving averages

KW - Returns and volatility

KW - Risk-free rate

KW - Market timing

KW - Moving averages

KW - Returns and volatility

KW - Risk-free rate

U2 - 10.3390/su10072125

DO - 10.3390/su10072125

M3 - Article

SN - 2071-1050

VL - 10

JO - Sustainability

JF - Sustainability

IS - 7

M1 - 2125

ER -