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Technical Trading
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Technical Trading (1994)Technical TradingThe Role of Technical Indicators in Exchange Rate Forecasting (2017)The Role of Technical Indicat…Which Trend Is Your Friend? (2016)Which Trend Is Your Friend?Technical Analysis in the Foreign Exchange Market (2012)Technical Analysis in the For…Beyond the Carry Trade: Optimal Currency Portfolios (2012)Beyond the Carry Trade: Optim…Technical Analysis in the Foreign Exchange Market (2011)Technical Analysis in the For…A reality check on technical trading rule profits in the U.S. futures markets (2009)A reality check on technical …The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007)The Obstinate Passion of Fore…The Profitability of Technical Trading Rules in Us Futures Markets: A Data Snooping Free Test (2005)The Profitability of Technica…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…The Benefits of Hedge Funds (2001)The Benefits of Hedge FundsTrading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997 (2000)Trading rules and stock retur…The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits, (2000)The Temporal Pattern of Tradi…The Role of Foreign Exchange Intervention in a Chaotic Dornbusch Model (2000)The Role of Foreign Exchange …Further insights on the puzzle of technical analysis profitability (2000)Further insights on the puzzl…A dynamic index for managed currencies funds using CME currency contracts (1998)A dynamic index for managed c…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 (2013)The Behavior of Bid‐Ask Spreads in the Electronically‐Traded Corn Futures Market (2013)Are there exploitable trends in commodity futures prices? (2016)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Noise Trader Risk in Financial Markets (1990)Multifactor Explanations of Asset Pricing Anomalies (1996)A General Financial Transaction Tax Motives, Revenues, Feasibility and Effects (2010)Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs (2011)The Use of Predictive Analytics in Finance (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Empirical exchange rate models of the seventies (1983)Is the Swedish stock market efficient? Evidence from some simple trading rules (2007)The performance of moving average rules in emerging stock markets (2008)Is the Chinese stock market really inefficient? (2011)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Exchange rate expectations of chartists and fundamentalists (2013)Individualized Indicator for All (2019)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Crash Risk in Currency Returns (2012)Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators (2012)Currency Premia and Global Imbalances (2013)Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis" (1991)The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)A Benchmark for Commodity Trading Advisor Performance (1999)Do Professional Currency Managers Beat the Benchmark? (2007)Predictability and ‘good deals’ in currency markets (2015)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)The Difficulties of Measuring the Benefits of Hedge Funds (2002)Risks and Portfolio Decisions Involving Hedge Funds (2003)The Persistence of Hedge Fund Risk (2003)Exchange-traded funds in bullish and bearish markets (2010)Discretion versus policy rules in practice (1993)Comparing Predictive Accuracy (1994)Investor Psychology and Security Market Under‐ and Overreactions (1998)Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models (2021)Forecasting realized volatility with wavelet decomposition (2023)Predicting energy futures high-frequency volatility using technical indicators: The role of interaction (2023)The Behavior of Stock-Market Prices (1965)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Demystifying Time‐Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations (2020)Time series momentum and macroeconomic risk (2020)Momentum turning points (2023)Common risk factors in the returns on stocks and bonds (1993)The interaction between technical currency trading and exchange rate fluctuations (2006)Components of the profitability of technical currency trading (2008)The Efficient Market Hypothesis: Empirical Evidence (2012)
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  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2007The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis78 cited
  • 2000Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-199775 cited
  • 2012Beyond the Carry Trade: Optimal Currency Portfolios67 cited
  • 2009A reality check on technical trading rule profits in the U.S. futures markets66 cited
  • 2016Which Trend Is Your Friend?61 cited
  • 1998A dynamic index for managed currencies funds using CME currency contracts58 cited
  • 2001The Benefits of Hedge Funds50 cited
  • 2011Technical Analysis in the Foreign Exchange Market47 cited
  • 2017The Role of Technical Indicators in Exchange Rate Forecasting42 cited
  • 2000The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits,41 cited
  • 2000Further insights on the puzzle of technical analysis profitability37 cited
  • 2012Technical Analysis in the Foreign Exchange Market34 cited
  • 2005The Profitability of Technical Trading Rules in Us Futures Markets: A Data Snooping Free Test32 cited

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  • 2004The Profitability of Technical Analysis: A Review22 cited
  • 2000The Role of Foreign Exchange Intervention in a Chaotic Dornbusch Model11 cited