Colleagues,
I am trying to locate a reference to a paper. Some time in the last year
or so, the Financial Times published an article which referred to a paper
by someone at LSE which was basically concerned with the failure of the
double crossover moving average method to form the basis of a satisfactory
method on which to base market trades. Unfortunately, I failed to make a
note of the reference at the time and now, in spite of asking the FT
reader enquiry service, I am unable to find the article (and hence the
reference again). All that I remember (if my memory serves me correctly)
was that (1) the author was female; (2) the journal was in the area of
Economics/Econometrics; (3) the paper would have been published, I think,
between one and two years ago.
I would be most grateful if anyone could provide me with a reference to
this paper.
Thanks,
Allan White
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