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An analysis of trading strategies in eleven European stock markets
16 references·16 citing·36 second hopsampled
An analysis of trading strategies in eleven European stock markets (2005)An analysis of trading strategies in elev…The profitability of moving average trading rules in South Asian stock markets (2001)The profitability of moving a…Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time (2001)Liquidity, Volatility and Equ…Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Tests of technical trading st…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…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…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Some New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…International Capital Markets. (1976)International Capital Markets.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 …RELATIVE STRENGTH AS A CRITERION FOR INVESTMENT SELECTION (1967)RELATIVE STRENGTH AS A CRITER…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…Applying machine learning algorithms to predict the stock price trend in the stock market – The case of Vietnam (2024)Applying machine learning alg…Optimizing filter rule parameters with genetic algorithm and stock selection with artificial neural networks for an improved trading: The case of Borsa Istanbul (2022)Optimizing filter rule parame…Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Analysis of stock market effi…Does intraday technical trading have predictive power in precious metal markets? (2017)Does intraday technical tradi…Board structure and stock price informativeness in terms of moving average rules (2016)Board structure and stock pri…Time-varying long term memory in the European Union stock markets (2015)Time-varying long term memory…MA trading rules, herding behaviors, and stock market overreaction (2015)MA trading rules, herding beh…Investment Strategy Optimization Using Technical Analysis and Predictive Modeling in Emerging Markets (2015)Investment Strategy Optimizat…How exactly do markets adapt? Evidence from the moving average rule in three developed markets (2015)How exactly do markets adapt?…Can technical oscillators outperform the buy and hold strategy? (2015)Can technical oscillators out…Drivers of technical trend-following rules' profitability in world stock markets (2013)Drivers of technical trend-fo…An investigation of the role of technical analysis in Kuwait (2013)An investigation of the role …Testing the weak‐form efficiency in African stock markets (2011)Testing the weak‐form efficie…Are moving average trading rules profitable? Evidence from the European stock markets (2011)Are moving average trading ru…The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets (2009)The impact of data snooping o…The performance of moving average rules in emerging stock markets (2008)The performance of moving ave…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)Estimating betas from nonsynchronous data (1977)Permanent and Temporary Components of Stock Prices (1988)Efficient Capital Markets: II (1991)Generating trading rules on the stock markets with genetic programming (2003)Dividend yields and expected stock returns (1988)Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)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)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)Time‐Varying World Market Integration (1995)Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (1996)The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)Liquidity and Expected Returns: Lessons from Emerging Markets (2003)A cultural explanation of the foreign bias in international asset allocation (2010)Asset Fire Sales and Purchases and the International Transmission of Funding Shocks (2012)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)Technical Analysis in Financial Markets (2004)Multifractal analysis of financial markets: a review (2019)
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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
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1965The Random Character of Stock Market Prices.382 cited
  • 2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time378 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
  • 1999Tests of technical trading strategies in the emerging equity markets of Latin America and Asia243 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited
  • 1967RELATIVE STRENGTH AS A CRITERION FOR INVESTMENT SELECTION220 cited
  • 1976International Capital Markets.

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202 cited
  • 2001The profitability of moving average trading rules in South Asian stock markets178 cited
  • Cited by

    • 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic134 cited
    • 2024Applying machine learning algorithms to predict the stock price trend in the stock market – The case of Vietnam102 cited
    • 2011Are moving average trading rules profitable? Evidence from the European stock markets83 cited
    • 2015Time-varying long term memory in the European Union stock markets70 cited
    • 2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets55 cited
    • 2015MA trading rules, herding behaviors, and stock market overreaction52 cited
    • 2015Investment Strategy Optimization Using Technical Analysis and Predictive Modeling in Emerging Markets52 cited
    • 2011Testing the weak‐form efficiency in African stock markets51 cited
    • 2008The performance of moving average rules in emerging stock markets46 cited
    • 2013Drivers of technical trend-following rules' profitability in world stock markets36 cited
    • 2022Optimizing filter rule parameters with genetic algorithm and stock selection with artificial neural networks for an improved trading: The case of Borsa Istanbul31 cited
    • 2016Board structure and stock price informativeness in terms of moving average rules28 cited
    • 2013An investigation of the role of technical analysis in Kuwait26 cited
    • 2009The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets25 cited
    • 2017Does intraday technical trading have predictive power in precious metal markets?25 cited
    • 2015Can technical oscillators outperform the buy and hold strategy?24 cited