The predictive abilities of technical analysis based recommendations for various asset classes
Dera, Peter-Willem Conny (A.A. 2020/2021) The predictive abilities of technical analysis based recommendations for various asset classes. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 51. [Master's Degree Thesis]
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Abstract/Index
Literature review and hypotheses. Technical trading rules. Technical analysis and investor behaviour. Technical analyst recommendations. Fundamental analysis and technical analysis. Hypothesis development. Research design. Sample selection. Methodology. Data analysis and results. Abnormal returns following recommendations from technical analysts. Abnormal returns prior to recommendations from technical analysts. Return comparison between TA and FA. Discussion. Profitability of technical analysis recommendations. Comparison between technical and fundamental recommendations. Determinants of recommendations. Robustness tests. Generalised sign test. Covid-19 stock market crash.
References
Bibliografia: pp. 34-36.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Laura, Luigi |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 02 Dec 2021 10:21 |
| Last Modified: | 02 Dec 2021 10:21 |
| URI: | https://tesi.luiss.it/id/eprint/30847 |
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