Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
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- Michael McAleer & John Suen & Wing Keung Wong, 2016. "Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 257-279, September.
- Michael McAleer & John Suen & Wing Keung Wong, 2016. "Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis," The Japanese Economic Review, Springer, vol. 67(3), pages 257-279, September.
- Michael McAleer & John Suen & Wing Keung Wong, 2013. "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," Working Papers in Economics 13/20, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & John Suen & Wing Keung Wong, 2013. "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," Documentos de Trabajo del ICAE 2013-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Jun 2013.
- Michael McAleer & John Suen & Wing Keung Wong, 2013. "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," KIER Working Papers 869, Kyoto University, Institute of Economic Research.
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More about this item
Keywords
Technical analysis; moving average; buy-and-hold strategy; dot-com bubble; Asian financial crisis; sub-prime crisis; moving linear regression; volatility;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C0 - Mathematical and Quantitative Methods - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-SEA-2015-04-25 (South East Asia)
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