Linkage Projects - Grant ID: LP0561082

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0561082

Funding Status
Closed

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Funded Activity Summary

An econometric investigation of technical analysis as a portfolio selection strategy in Australia. This project will provide an in-depth analysis of the returns of portfolios of Australian equities formed by using technical trading rules. The research will determine whether or not any abnormal returns earned by these means are attributable to firm-specific or market-wide factors. This project represents the first attempt to interpret technical analysis in a portfolio framework and will provide valuable information on the informational efficiency of Australian capital markets. As there is currently no single definitive study of technical analysis in Australia, this project will fill a significant void in the current academic literature and provide evidence of great practical relevance to Australian investment practitioners.

Funded Activity Details

Start Date: 10-08-2005

End Date: 31-12-2007

Funding Scheme: Linkage Projects

Funding Amount: $26,295.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Econometrics | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Economic issues not elsewhere classified |

Other Keywords

Banking, Finance and Investment | Economic issues not elsewhere classified | Financial Econometrics

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