Q&A: Market Timing with Moving Averages

Oct 11, 2010

Some researchers argue that a market timing strategy based on buy/sell signals generated by a 50- or 200-day moving average offers a more appealing combination of risk and return than a buy-and-hold approach. What is your view?

EFF/KRF: An ancient tale with no empirical support.

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ABOUT FAMA AND FRENCH

Eugene F. Fama

The Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago Booth School of Business

Kenneth R. French

The Carl E. and Catherine M. Heidt Professor of Finance at the Tuck School of Business at Dartmouth College

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