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Trading strategies in the market for tankers

雑誌名 Maritime policy & management
出版社 Taylor & Francis
巻号 Vol.33 No.2
筆者・編者・翻訳者 Amir H. Alizadeh, Nikos K. Nomikos
記事概要

Introduction
The theoretical relationship between price and earnings
Constructing a trading strategy
Description of data
Empirical results
Performance of MA trading rules
Summary and conclusions