The research aims to test an algorithm of technical analysis, based on the use of Bollinger Bands, for the time period from September 2009 to June 2015. The benchmark index is the "MSCI Emerging Markets Index" repre-sentative of the performance of the equity markets of emerging countries. The work verifies the existence, for the period under consideration, the phenomenon of mean reversion in prices. The trading strategy used allows to ob-tain an excess of return compared to benckmark reference.
Le Bande di Bollinger negli investimenti di lungo periodo. Evidenze empiriche dai mercati emergenti / Ecchia, Bruna; Raffaele, Visconti. - In: ECONOMIA AZIENDALE ONLINE. - ISSN 2038-5498. - 7:3(2016), pp. 189-196. [10.13132/2038-5498/7.9.189.196]
Le Bande di Bollinger negli investimenti di lungo periodo. Evidenze empiriche dai mercati emergenti
ECCHIA, BRUNA;
2016
Abstract
The research aims to test an algorithm of technical analysis, based on the use of Bollinger Bands, for the time period from September 2009 to June 2015. The benchmark index is the "MSCI Emerging Markets Index" repre-sentative of the performance of the equity markets of emerging countries. The work verifies the existence, for the period under consideration, the phenomenon of mean reversion in prices. The trading strategy used allows to ob-tain an excess of return compared to benckmark reference.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.