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Market Efficiency in the Second-hand Market for Bulk Ships
16 references·6 citing·46 second hop
Market Efficiency in the Second-hand Market for Bulk Ships (2004)Market Efficiency in the Second-hand Mark…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector (1997)The dynamics of time-varying …Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets (1996)Time-varying risk premia, vol…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…What Every CFO Should Know about Scientific Progress in Financial Economics: What Is Known and What Remains to Be Resolved (1994)What Every CFO Should Know ab…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…Some New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…The Random Character of Stock Market Prices (1968)The Random Character of Stock…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…The Random Character of Stock Market Prices. (1965)The Random Character of Stock…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…State-space TBATS model for container freight rate forecasting with improved accuracy (2022)State-space TBATS model for c…Investors’ behavior and dynamics of ship prices: A heterogeneous agent model (2017)Investors’ behavior and dynam…Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity (2017)Herd behavior in the drybulk …Trading strategies in the market for tankers (2006)Trading strategies in the mar…Market efficiency in the bulk freight market revisited (2006)Market efficiency in the bulk…The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships (2004)The Pricing of Forward Ship V…Mean Reversion in Stock Prices: Evidence and Implications (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Forecasting Prices and Excess Returns in the Housing Market (1990)Speculative Dynamics (1991)Coordination of Expectations in Asset Pricing Experiments (2004)Extrapolation and bubbles (2018)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? 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this work references cited by second hop

References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 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
  • 1965The Random Character of Stock Market Prices.266 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited
  • 1996Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets156 cited

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1997
The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
117 cited
  • 1994What Every CFO Should Know about Scientific Progress in Financial Economics: What Is Known and What Remains to Be Resolved95 cited
  • Cited by

    • 2006Trading strategies in the market for tankers41 cited
    • 2006Market efficiency in the bulk freight market revisited40 cited
    • 2022State-space TBATS model for container freight rate forecasting with improved accuracy37 cited
    • 2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity35 cited
    • 2017Investors’ behavior and dynamics of ship prices: A heterogeneous agent model32 cited
    • 2004The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships18 cited