The first and second authors are from the Centre for Risk Research, School of Management, University of Southampton. The third author is from the Department of Economics, Keynes College, University of Kent, Canterbury. They are very grateful for the insightful comments of the editor and an anonymous referee which helped to improve earlier drafts of this paper.
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Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets
Article first published online: 8 AUG 2012
DOI: 10.1111/j.1468-5957.2012.02300.x
© 2012 Blackwell Publishing Ltd
Issue
Journal of Business Finance & Accounting
Volume 39, Issue 7-8, pages 1131–1159, September/October 2012
Additional Information
How to Cite
Sung, M.-C., Johnson, J. E. V. and Peirson, J. (2012), Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets. Journal of Business Finance & Accounting, 39: 1131–1159. doi: 10.1111/j.1468-5957.2012.02300.x
- †
The first and second authors are from the Centre for Risk Research, School of Management, University of Southampton. The third author is from the Department of Economics, Keynes College, University of Kent, Canterbury. They are very grateful for the insightful comments of the editor and an anonymous referee which helped to improve earlier drafts of this paper.
Publication History
- Issue published online: 24 OCT 2012
- Article first published online: 8 AUG 2012
- (Paper received May 2011, revised version accepted June 2012)
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