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Browsing ICBI 2019 by Subject "Technical Analysis, Variable length Moving Average, Random Walk Theory, Frontier Market, Predictability and Profitability"

Browsing ICBI 2019 by Subject "Technical Analysis, Variable length Moving Average, Random Walk Theory, Frontier Market, Predictability and Profitability"

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  • Chathurika, H.L.D.J.; Kasunika, P.D.D. (International Conference on Business and Information (ICBI – 2019), [Accounting, Finance and Economics], Faculty of Commerce and Management Studies, University of Kelaniya Sri Lanka, 2019)
    This paper investigates the profitability of technical analysis in the Colombo Stock Exchange using fifteen companies listed in the S&P Sri Lanka 20 index. We tested the profitability of Variable-length Moving Average (VMA) ...

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