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Technical Analysis in the Madrid Stock Exchange
10 references·3 citing·46 second hop
Technical Analysis in the Madrid Stock Exchange (2001)Technical Analysis in the Madrid Stock Ex…The predictability of security returns with simple technical trading rules (1998)The predictability of securit…Charting: Chaos theory in disguise? (1997)Charting: Chaos theory in dis…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach (1991)The Significance of Technical…Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis" (1991)Naive Trading Rules in Financ…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…On Technical Analysis (1989)On Technical AnalysisTechnical Analysis Explained: The Successful Investor's Guide to Spotting Investment Trends and Turning Points (1985)Technical Analysis Explained:…Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era (2025)Artificial Intelligence vs. E…How rewarding is technical analysis? Evidence from Athens Stock Exchange (2006)How rewarding is technical an…Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market (2005)Optimization of technical rul…Price Movements in Speculative Markets : Trends or Random Walks (1961)Anomalies: Foreign Exchange (1990)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Clustering and psychological barriers: the importance of numbers (2001)The Profitability of Technical Analysis: A Review (2004)On the drawdown of completely asymmetric Lévy processes (2012)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Market Statistics and Technical Analysis: The Role of Volume (1994)Chaos in oil prices? Evidence from futures markets (2001)A selected review of agricultural commodity futures and options markets (2004)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On the Impossibility of Informationally Efficient Markets (1980)Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Evidence on the speed of convergence to market efficiency (2005)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Does the Stock Market Overreact? (1985)Permanent and Temporary Components of Stock Prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)On the profitability of technical trading rules based on artificial neural networks: (2000)Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market (2004)The Behavior of Stock-Market Prices (1965)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Bayesian Analysis of Stochastic Volatility Models (1994)Parametric and Nonparametric Volatility Measurement (2010)Does realized skewness predict the cross-section of equity returns? (2015)Filter Rules and Stock-Market Trading (1966)High frequency data in financial markets: Issues and applications (1997)Agent-based computational finance: Suggested readings and early research (2000)Methodical Madness: Technical Analysis and the Irrationality of Exchange‐rate Forecasts (1999)THE EFFICIENT MARKET HYPOTHESIS: A SURVEY (2000)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Fractals and Intrinsic Time - a Challenge to Econometricians (1995)Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)
this work references cited by second hop

References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1989On Technical Analysis499 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"270 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited
  • 1985Technical Analysis Explained: The Successful Investor's Guide to Spotting Investment Trends and Turning Points198 cited
  • 1991The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach113 cited
  • 1997Charting: Chaos theory in disguise?83 cited

Cited by

  • 2025Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era35 cited
  • 2006How rewarding is technical analysis? Evidence from Athens Stock Exchange23 cited
  • 2005Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market23 cited

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