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gender differential paper IJCRB

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ijcrb.webs.com<br />

INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS<br />

JUNE 2011<br />

VOL 3, NO 2<br />

Table 1: Performance statistics<br />

Notes: GMA trading rules are identified as (s,l,b), where s and l are the length of the short and long period (in days) and b is the filter parameter.<br />

is the average annualized return of the trading strategy and SR is the Sharpe ratio .<br />

COPY RIGHT © 2011 Institute of Interdisciplinary Business Research 150

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