Scandinavian Working Papers in Economics

Umeå Economic Studies,
Umeå University, Department of Economics

No 761: Profitability of Technical Trading Rules on the Baltic Stock Markets

Carl Lönnbark () and Albina Soultanaeva ()
Additional contact information
Carl Lönnbark: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden
Albina Soultanaeva: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden

Abstract: In this note we study whether simple technical trading rules are profitable on the three Baltic stock markets. To statistically assess our findings we consider the conventional t-test and a block-bootstrap procedure. The two evaluation methods give conflicting results. The t-test supports some of the rules, while the block-bootstrap does not.

Keywords: Baltic stock markets; technical trading rules; block bootstrap

JEL-codes: G10; G14

6 pages, January 14, 2009

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