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The use of technical analysis by fund managers: International evidence
16 references·16 citing·40 second hopsampled
The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis by fund man…Payout policy in the 21st century (2005)Payout policy in the 21st cen…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Security Analysts' Career Concerns and Herding of Earnings Forecasts (2000)Security Analysts' Career Con…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …(Re‐)Imag(in)ing Price Trends (2023)(Re‐)Imag(in)ing Price TrendsForecasting Bitcoin with technical analysis: A not-so-random forest? (2021)Forecasting Bitcoin with tech…A novel CNN-DDPG based AI-trader: Performance and roles in business operations (2019)A novel CNN-DDPG based AI-tra…Reinforcement learning applied to Forex trading (2018)Reinforcement learning applie…Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged. (2018)Heterogeneous Agent Models in…Profitability of Candlestick Charting Patterns in the Stock Exchange of Thailand (2017)Profitability of Candlestick …An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms (2017)An intelligent hybrid trading…A literature review of technical analysis on stock markets (2017)A literature review of techni…Thinking About Prices Versus Thinking About Returns in Financial Markets (2016)Thinking About Prices Versus …Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick (2015)Wrapper ANFIS-ICA method to d…An intelligent short term stock trading fuzzy system for assisting investors in portfolio management (2015)An intelligent short term sto…Confidence and the Stock Market: An Agent-Based Approach (2014)Confidence and the Stock Mark…Linking agent-based models and stochastic models of financial markets (2012)Linking agent-based models an…Performance of technical analysis in growth and small cap segments of the US equity market (2011)Performance of technical anal…A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market (2011)A Multiple Lender Approach to…Who is the more overconfident trader? Individual vs. institutional investors (2010)Who is the more overconfident…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Evaluating multiple classifiers for stock price direction prediction (2015)Applications of deep learning in stock market prediction: Recent progress (2021)Judgment under Uncertainty: Heuristics and Biases (1974)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Implications of Corporate Financial Reporting (2004)The economic implications of corporate financial reporting (2005)Corporate governance and firm cash holdings in the US (2007)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2005Payout policy in the 21st century2,268 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,159 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 2000Security Analysts' Career Concerns and Herding of Earnings Forecasts1,152 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

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1,118 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • Cited by

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    • 2023(Re‐)Imag(in)ing Price Trends165 cited
    • 2012Linking agent-based models and stochastic models of financial markets138 cited
    • 2010Who is the more overconfident trader? Individual vs. institutional investors121 cited
    • 2018Reinforcement learning applied to Forex trading114 cited
    • 2011Performance of technical analysis in growth and small cap segments of the US equity market108 cited
    • 2015An intelligent short term stock trading fuzzy system for assisting investors in portfolio management105 cited
    • 2014Confidence and the Stock Market: An Agent-Based Approach98 cited
    • 2017Profitability of Candlestick Charting Patterns in the Stock Exchange of Thailand89 cited
    • 2016Thinking About Prices Versus Thinking About Returns in Financial Markets75 cited
    • 2019A novel CNN-DDPG based AI-trader: Performance and roles in business operations70 cited
    • 2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.69 cited
    • 2021Forecasting Bitcoin with technical analysis: A not-so-random forest?66 cited
    • 2015Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick65 cited
    • 2017An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms64 cited