Information asymmetry and the profitability of technical analysis

Keyphrases

• Information Asymmetry 100%
• Technical Analysis 100%
• Asymmetry Index 50%
• Transaction Costs 50%
• Firm Size 50%
• High Probability 50%
• Abnormal Returns 50%
• Fama-French Five-factor Model 50%
• Firm Liquidity 50%
• Higher Returns 50%
• Cost Factors 50%
• Buy-and-hold Strategy 50%
• Probability of Informed Trading 50%
• Momentum Factor 50%
• Informed Investors 50%
• Additional Momentum 50%
• Moving Average Strategy 50%
• Firm Volatility 50%

Economics, Econometrics and Finance

• Information Asymmetry 100%
• Transaction Costs 50%
• Volatility 50%
• Investors 50%
• Firm Size 50%
• Smoothing Technique 50%
• Factor Model 50%