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News and trading rules
16 references·0 citing·45 second hop
News and trading rules (2003)News and trading rulesUsing genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…Cheap Talk on the Web: The Determinants of Postings on Stock Message Boards (1999)Cheap Talk on the Web: The De…High frequency data in financial markets: Issues and applications (1997)High frequency data in financ…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIThe Returns to Acquiring Firms in Tender Offers: Evidence from Three Decades (1989)The Returns to Acquiring Firm…A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…New Concepts in Technical Trading Systems (1978)New Concepts in Technical Tra…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …On the minority game: Analytical and numerical studiesOn the minority game: Analyti…Emergence of cooperation and organization in an evolutionary gameEmergence of cooperation and …The econometrics of ultra-high frequency data /Stock returns and the weekend effect (1980)Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)The Dependence between Hourly Prices and Trading Volume (1988)Statistical properties of the volatility of price fluctuations (1999)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)The Behavior of Stock-Market Prices (1965)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Inductive Reasoning and Bounded Rationality (1994)Multifractal analysis of financial markets: a review (2019)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)
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References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • n.d.Emergence of cooperation and organization in an evolutionary game838 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 1978New Concepts in Technical Trading Systems461 cited
  • 1989The Returns to Acquiring Firms in Tender Offers: Evidence from Three Decades447 cited
  • 1997High frequency data in financial markets: Issues and applications411 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • n.d.On the minority game: Analytical and numerical studies

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301 cited
  • 1999Cheap Talk on the Web: The Determinants of Postings on Stock Message Boards199 cited
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