Moving Averages Distance Strategy in Equities
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The Predictability of Equity Returns from Past Returns: A New Moving Average-Based Perspective
Doron Avramov; Guy Kaplanski; Avanidhar Subrahmanyam
Reichman University- Interdisciplinary Center (IDC) Herzliyah
- Bar-Ilan University
- Bar-Ilan University - Graduate School of Business Administration
University of California, Los Angeles- Research Network (United States)
- Financial Research Network (FIRN)
- University of California, Los Angeles (UCLA) - Finance Area
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