Technical trading revisited: False discoveries, persistence tests, and transaction costs
ContributorsBajgrowicz, Pierre; Scaillet, Olivier

Published inJournal of financial economics, vol. 106, no. 3, p. 473-491
Publication date2012
Abstract
Keywords
- Technical Trading
- False Discovery Rate
- Persistence
- Transaction Costs
Affiliation
Research group
Citation (ISO format)
BAJGROWICZ, Pierre, SCAILLET, Olivier. Technical trading revisited: False discoveries, persistence tests, and transaction costs. In: Journal of financial economics, 2012, vol. 106, n° 3, p. 473–491. doi: 10.1016/j.jfineco.2012.06.001
Main files (1)
Article (Accepted version)

Identifiers
- PID : unige:79889
- DOI : 10.1016/j.jfineco.2012.06.001
ISSN of the journal0304-405X