SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Technical trading strategies and return predictability: NYSE
16 references·16 citing·48 second hopsampled
Technical trading strategies and return predictability: NYSE (2002)Technical trading strategies and return p…Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…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…Time-varying conditional covariances in tests of asset pricing models (1989)Time-varying conditional cova…On Technical Analysis (1989)On Technical AnalysisBusiness conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Expected stock returns and volatility (1987)Expected stock returns and vo…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…Information aggregation in a noisy rational expectations economy (1981)Information aggregation in a …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Stock Market prediction on High frequency data using Long-Short Term Memory (2020)Stock Market prediction on Hi…High frequency momentum trading with cryptocurrencies (2019)High frequency momentum tradi…Trading on mean-reversion in energy futures markets (2015)Trading on mean-reversion in …A Takagi–Sugeno fuzzy model combined with a support vector regression for stock trading forecasting (2015)A Takagi–Sugeno fuzzy model c…Revisiting the Performance of MACD and RSI Oscillators (2014)Revisiting the Performance of…Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies (2012)Technical analysis and the Sp…Are moving average trading rules profitable? Evidence from the European stock markets (2011)Are moving average trading ru…A Comparison of Stock Market Efficiency of the BRIC Countries (2010)A Comparison of Stock Market …The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets (2009)The effect of noise reduction…Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)Profitability of technical st…Components of the profitability of technical currency trading (2008)Components of the profitabili…Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises (2007)Technical Trading Rules in Em…Is the Swedish stock market efficient? Evidence from some simple trading rules (2007)Is the Swedish stock market e…Is the 52-week high momentum strategy profitable outside the US? (2005)Is the 52-week high momentum …The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…A comparative study of technical trading strategies and return predictability: an extension of using NYSE and NASDAQ indices (2002)A comparative study of techni…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Specification Tests in Econometrics (1978)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)Illiquidity and stock returns: cross-section and time-series effects (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)The Variation of Economic Risk Premiums (1991)Expected Stock Returns and Variance Risk Premia (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)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)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Threshold heteroskedastic models (1994)The variation of certain speculative prices (1997)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Market Liquidity and Trading Activity (2001)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)The Behavior of Stock-Market Prices (1965)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)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Expected stock returns and volatility4,147 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1981Information aggregation in a noisy rational expectations economy1,068 cited
  • 1989Time-varying conditional covariances in tests of asset pricing models851 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1989On Technical Analysis499 cited

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

1993
The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
472 cited

Cited by

  • 2008Profitability of technical stock trading: Has it moved from daily to intraday data?124 cited
  • 2012Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies105 cited
  • 2014Revisiting the Performance of MACD and RSI Oscillators94 cited
  • 2015A Takagi–Sugeno fuzzy model combined with a support vector regression for stock trading forecasting84 cited
  • 2011Are moving average trading rules profitable? Evidence from the European stock markets83 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2009The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets79 cited
  • 2005Is the 52-week high momentum strategy profitable outside the US?65 cited
  • 2007Is the Swedish stock market efficient? Evidence from some simple trading rules60 cited
  • 2008Components of the profitability of technical currency trading56 cited
  • 2019High frequency momentum trading with cryptocurrencies54 cited
  • 2002A comparative study of technical trading strategies and return predictability: an extension of using NYSE and NASDAQ indices54 cited
  • 2007Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises47 cited
  • 2010A Comparison of Stock Market Efficiency of the BRIC Countries46 cited
  • 2020Stock Market prediction on High frequency data using Long-Short Term Memory44 cited
  • 2015Trading on mean-reversion in energy futures markets40 cited