Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy … is found that performance improves, on average, when the rolling window is expanded and the data frequency is low … considered produce similar financial performance. Therefore, the results support stock returns predictability in the long run …