SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
How exactly do markets adapt? Evidence from the moving average rule in three developed markets
16 references·2 citing·41 second hop
How exactly do markets adapt? Evidence from the moving average rule in three developed markets (2015)How exactly do markets adapt? Evidence fr…Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)Technical trading revisited: …Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (2011)A New Anomaly: The Cross-Sect…The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis…WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 (1996)A note on the weak form effic…The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technica…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Predictability of precious metals and adaptive market hypothesis (2019)Predictability of precious me…How predictable are precious metal returns? (2016)How predictable are precious …The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)Using genetic algorithms to find technical trading rules (1999)The illusory nature of momentum profits (2003)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)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)Common risk factors in the returns on stocks and bonds (1993)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Forecasting Stock Returns (2013)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)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)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Forecasting price movements using technical indicators: Investigating the impact of varying input window length (2017)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions (2020)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)Technical Analysis in Financial Markets (2004)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data357 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 cited
  • 1998Market Efficiency and the Returns to Technical Analysis324 cited
  • 2010The use of technical analysis by fund managers: International evidence302 cited
  • 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994296 cited
  • 2012

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Technical trading revisited: False discoveries, persistence tests, and transaction costs
252 cited
  • 2011A New Anomaly: The Cross-Sectional Profitability of Technical Analysis231 cited
  • Cited by

    • 2016How predictable are precious metal returns?33 cited
    • 2019Predictability of precious metals and adaptive market hypothesis30 cited