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Investment information content in Bollinger Bands?
6 references·11 citing·49 second hopsampled
Investment information content in Bollinger Bands? (2007)Investment information content in Bolling…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)Linear, non-linear and essent…Optimization of technical trading strategies and the profitability in security markets (1998)Optimization of technical tra…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…Effective Fuzzy System for Qualifying the Characteristics of Stocks by Random Trading (2021)Effective Fuzzy System for Qu…The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50 (2020)The profitability of Bollinge…Fundamental Analysis VS Technical analysis: The Comparison of Two Analysis in Malaysia Stock Market (2018)Fundamental Analysis VS Techn…Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning-based feature e…Are chartists artists? The determinants and profitability of recommendations based on technical analysis (2016)Are chartists artists? The de…Trading on mean-reversion in energy futures markets (2015)Trading on mean-reversion in …Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators (2015)Momentum in the Chinese Stock…MA trading rules, herding behaviors, and stock market overreaction (2015)MA trading rules, herding beh…Machine-learning classification techniques for the analysis and prediction of high-frequency stock direction (2014)Machine-learning classificati…Technical Analysis of the Taiwanese Stock Market (2011)Technical Analysis of the Tai…A Combined Signal Approach To Technical Analysis On The S&P 500 (2011)A Combined Signal Approach To…The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A test for independence based on the correlation dimension (1996)Are Investors Reluctant to Realize Their Losses? (1998)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1995)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Predicting the direction of stock market prices using tree-based classifiers (2018)The Econometrics of Financial Markets (1997)Are there exploitable inefficiencies in the futures market for oil? (2005)The use of data mining and neural networks for forecasting stock market returns (2005)The Econometrics of Financial Markets (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)Stock market's price movement prediction with LSTM neural networks (2017)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Board structure and stock price informativeness in terms of moving average rules (2016)Market timing with moving averages for fossil fuel and renewable energy stocks (2020)Filter Rules and Stock-Market Trading (1966)Anomalies: Foreign Exchange (1990)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Designing a neural network for forecasting financial and economic time series (1996)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The Economics of Exchange Rates (2003)PORTFOLIO SELECTION* (1952)Price Momentum and Trading Volume (2000)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Deep Learning for Stock Market Prediction (2020)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Applications of deep learning in stock market prediction: Recent progress (2021)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Efficient Market Hypothesis and Its Critics (2003)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Fuzzy sets (1965)ARCH modeling in finance (1992)The Sharpe Ratio (1994)LT-SMF: long term stock market price trend prediction using optimal hybrid machine learning technique (2022)An improved DenseNet model for prediction of stock market using stock technical indicators (2023)An Advisor Neural Network framework using LSTM-based Informative Stock Analysis (2024)Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach (2015)The Long-Run Reversal in the Long Run: Insights from Two Centuries of International Equity Returns (2019)How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty? (2024)
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References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,311 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,154 cited
  • 1999Using genetic algorithms to find technical trading rules868 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
  • 1998Optimization of technical trading strategies and the profitability in security markets138 cited

Cited by

  • 2018Deep learning-based feature engineering for stock price movement prediction500 cited
  • 2015MA trading rules, herding behaviors, and stock market overreaction52 cited
  • 2015Trading on mean-reversion in energy futures markets40 cited
  • 2021Effective Fuzzy System for Qualifying the Characteristics of Stocks by Random Trading34 cited
  • 2016Are chartists artists? The determinants and profitability of recommendations based on technical analysis32 cited
  • 2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 5030 cited
  • 2011A Combined Signal Approach To Technical Analysis On The S&P 50026 cited
  • 2014

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Machine-learning classification techniques for the analysis and prediction of high-frequency stock direction
25 cited
  • 2011Technical Analysis of the Taiwanese Stock Market24 cited
  • 2018Fundamental Analysis VS Technical analysis: The Comparison of Two Analysis in Malaysia Stock Market23 cited
  • 2015Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators18 cited