2026-09-23T13:52:35Z https://www.ideals.illinois.edu/oai-pmh

oai:www.ideals.illinois.edu:2142/82980 2023-07-11 col_2142_5131 col_2142_13851 com_2142_5130 com_2142_684 com_2142_397

Irwin, Scott H. Park, Cheol-Ho 2015-09-25T20:55:40Z 2015-09-25T20:55:40Z 10000-01-01 2005 2005 The results of the first approach confirm Lukac, Brorsen, and Irwin's successful findings during the 1978--1984 period. The replication results, however, show that substantial technical trading profits during the early period disappeared in the subsequent 1985--2003 period. The results of the second approach indicate that the best rule of 14 technical trading systems generates statistically significant economic profits only for 2 of 17 US futures markets over 1985--2004. This evidence suggests that technical trading rules in general have not been profitable in US futures markets over the last 20 years after correcting for data snooping biases. Made available in DSpace on 2015-09-25T20:55:40Z (GMT). No. of bitstreams: 2 license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5) 3199110.pdf: 6952388 bytes, checksum: ad6dc9fb53ed28ec3c57d26f39bcff50 (MD5) Previous issue date: 2005 Embargo set by: Seth Robbins for item 84261 Lift date: Forever Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs U of I Only 300 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005. http://hdl.handle.net/2142/82980 (MiAaPQ)AAI3199110 eng Economics, Finance The Profitability of Technical Trading Rules in United States Futures Markets text Agricultural and Consumer Economics Agricultural and Consumer Economics University of Illinois at Urbana-Champaign Dissertation Ph.D.