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Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient?
16 references·5 citing·39 second hop
Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? (2005)Is technical analysis profitable on a sto…Insider Trading Restrictions and Analysts' Incentives to Follow Firms (2005)Insider Trading Restrictions …Analyzing the Analysts: When Do Recommendations Add Value? (2004)Analyzing the Analysts: When …How rewarding is technical analysis? Evidence from Singapore stock market (2003)How rewarding is technical an…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…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…Why Does Aggregate Insider Trading Predict Future Stock Returns? (1992)Why Does Aggregate Insider Tr…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…ARCH modeling in finance (1992)ARCH modeling in financeEstimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Special Information and Insider Trading (1974)Special Information and Insid…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…The profitability of moving average trading rules in BRICS and emerging stock markets (2016)The profitability of moving a…Are chartists artists? The determinants and profitability of recommendations based on technical analysis (2016)Are chartists artists? The de…The fall of high-frequency trading: A survey of competition and profits (2015)The fall of high-frequency tr…Unifractality and multifractality in the Italian stock market (2009)Unifractality and multifracta…Extreme volumes and expected stock returns: Evidence from China's stock market (2004)Extreme volumes and expected …The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)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)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Analyst Forecast Revisions and Market Price Discovery (2003)The Disposition Effect and Underreaction to News (2006)Sell Side School Ties (2008)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)Common risk factors in the returns on stocks and bonds (1993)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)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)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)Technical Analysis in Financial Markets (2004)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)
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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
  • 1992ARCH modeling in finance4,288 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 2004Analyzing the Analysts: When Do Recommendations Add Value?982 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • 1992Why Does Aggregate Insider Trading Predict Future Stock Returns?348 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 cited
  • 1998Market Efficiency and the Returns to Technical Analysis324 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
  • 2005Insider Trading Restrictions and Analysts' Incentives to Follow Firms

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290 cited
  • 2003How rewarding is technical analysis? Evidence from Singapore stock market234 cited
  • Cited by

    • 2009Unifractality and multifractality in the Italian stock market73 cited
    • 2016The profitability of moving average trading rules in BRICS and emerging stock markets36 cited
    • 2016Are chartists artists? The determinants and profitability of recommendations based on technical analysis32 cited
    • 2004Extreme volumes and expected stock returns: Evidence from China's stock market26 cited
    • 2015The fall of high-frequency trading: A survey of competition and profits25 cited