Essays Tagged: "Tel Aviv Stock Exchange"
Efficiency Differences Between the S&P 500 and the Tel-Aviv 25 Indices: A Moving Average Comparison
Efficiency Differences Between the S&P 500 and the Tel-Aviv 25 Indices: A Moving Average ComparisonThis paper compares the Tel-Aviv Stock Exchange (TAS ... cacy of using technical trading rules in the emerging market of Israel, through the analysis of the Tel-Aviv 25 Index (TA25) and to compare its weak-form market efficiency [as defined in Fama (1970)] ... this method to the emerging market of Israel, for which no such study of a major stock index of the Tel Aviv Stock Exchange has been reported yet. It would also be interesting to investigate the exten ...
Subjects: Businesss Research Papers > Markets & Exchanges
Financial Markets of the Middle East and North Africa: The Past and Present.
gil test the moving average (MA) method in comparison to the simple buy-and-hold (BH) policy on the Tel Aviv Stock Exchange and the S&P 500 Index. The study examines the effectiveness of trading t ... rket efficiency to that of the S&P 500 They Find that the MA method beats the BH policy for the Tel-Aviv 25 Index yielding higher returns. For The longer MA period, the returns proved to be lower ...
Subjects: Businesss Research Papers > Marketing