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Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30
6 references·16 citing·50 second hop
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Technical analysis and the London stock e…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…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 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…Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis" (1991)Naive Trading Rules in Financ…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Predicting NEPSE index price using deep learning models (2022)Predicting NEPSE index price …Two robust long short-term memory frameworks for trading stocks (2021)Two robust long short-term me…Stock Prediction Based on Technical Indicators Using Deep Learning Model (2021)Stock Prediction Based on Tec…Impact of Hyperparameter Tuning on Machine Learning Models in Stock Price Forecasting (2021)Impact of Hyperparameter Tuni…Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market (2019)Investor sentiment, stock ret…Individualized Indicator for All (2019)Individualized Indicator for …Firm-specific investor sentiment and the stock market response to earnings news (2019)Firm-specific investor sentim…Firm-specific investor sentiment and daily stock returns (2018)Firm-specific investor sentim…Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market (2017)Investor sentiment, asset ret…Investor sentiment, trading behavior and stock returns (2016)Investor sentiment, trading b…How exactly do markets adapt? Evidence from the moving average rule in three developed markets (2015)How exactly do markets adapt?…Heterogeneous agents, the financial crisis and exchange rate predictability (2015)Heterogeneous agents, the fin…An intelligent short term stock trading fuzzy system for assisting investors in portfolio management (2015)An intelligent short term sto…Revisiting the Performance of MACD and RSI Oscillators (2014)Revisiting the Performance of…Drivers of technical trend-following rules' profitability in world stock markets (2013)Drivers of technical trend-fo…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…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A fuzzy hybrid integrated framework for portfolio optimization in private banking (2017)Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators (2018)Integrating principle component analysis and weighted support vector machine for stock trading signals prediction (2018)The Random Character of Stock Market Prices (1968)Foundations of Finance. (1977)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)The profitability of moving average trading rules in South Asian stock markets (2001)Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Assessing the usefulness of online message board mining in automatic stock prediction systems (2017)Testing the efficient market hypothesis in Latin American stock markets (2019)Deep-learning-based stock market prediction incorporating ESG sentiment and technical indicators (2024)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)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)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)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The short of it: Investor sentiment and anomalies (2011)Risk Compensation and Market Returns: The Role of Investor Sentiment in the Stock Market (2018)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Information uncertainty, investor sentiment, and analyst reports (2021)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock Price Prediction Using the ARIMA Model (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Extending machine learning prediction capabilities by explainable AI in financial time series prediction (2022)Stock Price Forecasting by a Deep Convolutional Generative Adversarial Network (2022)Learning-Based Stock Trending Prediction by Incorporating Technical Indicators and Social Media Sentiment (2023)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2005)Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Fractals and Intrinsic Time - a Challenge to Econometricians (1995)Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)A literature review of technical analysis on stock markets (2017)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2004Technical Analysis in Financial Markets372 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
  • 1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"270 cited

Cited by

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  • 2012Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies105 cited
  • 2021Impact of Hyperparameter Tuning on Machine Learning Models in Stock Price Forecasting101 cited
  • 2014Revisiting the Performance of MACD and RSI Oscillators94 cited
  • 2018Firm-specific investor sentiment and daily stock returns94 cited
  • 2017Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market

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  • 2019Firm-specific investor sentiment and the stock market response to earnings news79 cited
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  • 2021Two robust long short-term memory frameworks for trading stocks38 cited
  • 2022Predicting NEPSE index price using deep learning models37 cited
  • 2013Drivers of technical trend-following rules' profitability in world stock markets36 cited
  • 2015Heterogeneous agents, the financial crisis and exchange rate predictability35 cited