Sun Qian- Shanghai University
Sun Qian
- Shanghai University
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Publications
Publications (2)
We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some evidence that they are more profitable for smaller, less...
Baoan Chen1,5, Qian Sun1,5, Xuemei Wang2, Feng Gao1, Yongyuan Dai1, Yan Yin1, Jiahua Ding1, Chong Gao1, Jian Cheng1, Jingyuan Li2, Xinchen Sun1, Ningna Chen1, Wenlin Xu3, Huiling Shen3, Delong Liu41Department of Hematology, Zhongda Hospital, Southeast University, Nanjing, China; 2State Key Lab of Bioelectronics(Chien-Shiung Wu Laboratory), Southeas...
