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Abstract: A Multiple Discriminant Analysis of Technical Indicators on the NYSE

Published online by Cambridge University Press:  19 October 2009

Robert T. Daigler  and
Bruce D. Fielitz
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Extract

This study investigates the ability of daily technical indicators to predict the direction of change in the Standard and Poor's 500 Index (as measured by price relatives). Two sets of variables widely used by technical analysts are employed, and are designated “regular” variables and “percentage” variables. Examples of relevant “regular” variables are: volume; proportion of stocks advancing, declining, and remaining unchanged; off-lot purchases, sales, and short-sales; and new highs and new lows.

Type
Abstracts of Conference Papers: Financial Markets: Costs
Information
Journal of Financial and Quantitative Analysis , Volume 12 , Issue 4 , November 1977 , pp. 677 - 678
Copyright
Copyright © School of Business Administration, University of Washington 1977

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