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An alternative test for weak form efficiency based on technical analysis
16 references·2 citing·45 second hopsampled
An alternative test for weak form efficiency based on technical analysis (2007)An alternative test for weak form efficie…Testing for predictability in emerging equity markets (2004)Testing for predictability in…Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models (2003)Inference on Predictability o…How rewarding is technical analysis? Evidence from Singapore stock market (2003)How rewarding is technical an…The predictability of asset returns: an approach combining technical analysis and time series forecasts (2002)The predictability of asset r…Technical trading strategies and return predictability: NYSE (2002)Technical trading strategies …Profits from Technical Trading Rules (2002)Profits from Technical Tradin…The profitability of moving average trading rules in South Asian stock markets (2001)The profitability of moving a…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997 (2000)Trading rules and stock retur…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets (1999)Profits on technical trading …Foreign Portfolio Investors Before and During a Crisis (1999)Foreign Portfolio Investors B…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…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Do variable length moving average trading rules matter during a financial crisis period? (2012)Do variable length moving ave…Enhanced stock price variation prediction via DOE and BPNN-based optimization (2011)Enhanced stock price variatio…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia (2004)Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)The Random Character of Stock Market Prices (1968)Foundations of Finance. (1977)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Does the Stock Market Overreact? (1985)Analysis of decision making factors for equity investment by DEMATEL and Analytic Network Process (2011)A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization (2020)Asset Prices in an Exchange Economy (1978)Comparing Predictive Accuracy (1994)A Selective Overview of Nonparametric Methods in Financial Econometrics (2005)Chapter 3 Forecast Evaluation (2006)Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates (2012)The Econometrics of Financial Markets (2012)Estimating betas from nonsynchronous data (1977)Permanent and Temporary Components of Stock Prices (1988)Efficient Capital Markets: II (1991)Market Efficiency and the Returns to Technical Analysis (1998)Generating trading rules on the stock markets with genetic programming (2003)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Judgment under Uncertainty: Heuristics and Biases (1974)Common risk factors in the returns on stocks and bonds (1993)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Intraday technical trading in the foreign exchange market (2003)Performance of technical analysis in growth and small cap segments of the US equity market (2011)Integrating piecewise linear representation and weighted support vector machine for stock trading signal prediction (2012)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 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
  • 2003How rewarding is technical analysis? Evidence from Singapore stock market234 cited
  • 2001The profitability of moving average trading rules in South Asian stock markets178 cited
  • 2003Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models171 cited
  • 2002Profits from Technical Trading Rules137 cited
  • 2002Technical trading strategies and return predictability: NYSE127 cited
  • 2004Testing for predictability in emerging equity markets111 cited
  • 1999Foreign Portfolio Investors Before and During a Crisis93 cited
  • 2000Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-199775 cited

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  • 1999Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets64 cited
  • 2002The predictability of asset returns: an approach combining technical analysis and time series forecasts58 cited
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    • 2011Enhanced stock price variation prediction via DOE and BPNN-based optimization31 cited
    • 2012Do variable length moving average trading rules matter during a financial crisis period?21 cited