原创力文档Simple technical trading rules and the stochastic properties of stock returns：（简单的技术交易规则和股票收益的随机特性）.pdfVIP
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Simple Technical Trading Rules
and the Stochastic Properties of
Stock Returns
William A. Brock
Josef Lakonishok
Blake LeBaron
SFI WORKING PAPER: 1991-01-006
SFI Working Papers contain accounts of scientific work of the author(s) and do not necessarily represent the
views of the Santa Fe Institute. We accept papers intended for publication in peer-reviewed journals or
proceedings volumes, but not papers that have already appeared in print. Except for papers by our external
faculty, papers must be based on work done at SFI, inspired by an invited visit to or collaboration at SFI, or
funded by an SFI grant.
©NOTICE: This working paper is included by permission of the contributing author(s) as a means to ensure
timely distribution of the scholarly and technical work on a non-commercial basis. Copyright and all rights
therein are maintained by the author(s). It is understood that all persons copying this information will
adhere to the terms and constraints invoked by each authors copyright. These works may be reposted only
with the explicit permission of the copyright holder.
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