Predicting market indexes using moving averages

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dc.contributor.advisor Boabang, Francis
dc.coverage.spatial United States
dc.coverage.spatial England
dc.coverage.spatial Japan
dc.coverage.spatial China
dc.coverage.spatial India
dc.creator Ahmed, Shahzohaib
dc.date.accessioned 2013-10-03T15:38:12Z
dc.date.available 2013-10-03T15:38:12Z
dc.date.issued 2013
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25263
dc.description 1 online resource (30 p.) : col. ill.
dc.description Includes abstract.
dc.description Includes bibliographical references (p. 30)
dc.description.abstract This study is an effort to analyze the predictive capabilities of the moving average indicator as a technical analysis tool. Major stock exchanges of the world are selected which represent the numerous markets of the world and provide a basis for global investment decision making. The data selected as a sample is the adjusted closing prices of major indexes of the United States, London, Tokyo, Hong Kong, Shenzhen and Bombay from July 1997 to July 2013. Regression results are consistent with the weak form of the efficient market hypothesis. Insignificant coefficients and inadequate capability of the models to explain the variability in the index values were found as a result which leads to the conclusion that historical data is ineffective when the change in market index values needs to be determined. en_CA
dc.description.provenance Submitted by Trish Grelot (trish.grelot@smu.ca) on 2013-10-03T15:38:12Z No. of bitstreams: 1 ahmed_shahzohaib_mrp_2013.pdf: 459368 bytes, checksum: 0b67eecf676281147ca3f5164757bdb8 (MD5) en
dc.description.provenance Made available in DSpace on 2013-10-03T15:38:12Z (GMT). No. of bitstreams: 1 ahmed_shahzohaib_mrp_2013.pdf: 459368 bytes, checksum: 0b67eecf676281147ca3f5164757bdb8 (MD5) en
dc.language.iso en en_CA
dc.publisher Halifax, N.S. : Saint Mary's University
dc.title Predicting market indexes using moving averages en_CA
dc.type Text en_CA
thesis.degree.name Master of Finance
thesis.degree.level Masters
thesis.degree.discipline Finance, Information Systems, & Management Science
thesis.degree.grantor Saint Mary's University (Halifax, N.S.)
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