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The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach
9 references·16 citing·50 second hop
The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach (1991)The Significance of Technical Trading-Rul…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? 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this work references cited by second hop

References

  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1988The statistical properties of daily foreign exchange rates: 1974–1983432 cited
  • 1984The Specification and Influence of Asset Markets367 cited
  • 1983Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency206 cited
  • 1990Equilibrium Exchange Rate Hedging160 cited
  • 1978The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates152 cited

Cited by

  • 2001Clustering and psychological barriers: the importance of numbers107 cited
  • 2012On the drawdown of completely asymmetric Lévy processes88 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2000Support for Resistance: Technical Analysis and Intraday Exchange Rates56 cited
  • 2011The Profitability Of Technical Trading Rules: A Combined Signal Approach54 cited
  • 2009A momentum trading strategy based on the low frequency component of the exchange rate

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51 cited
  • 2001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?48 cited
  • 2011Technical Analysis in the Foreign Exchange Market47 cited
  • 1998Technical Trading Rules in the European Monetary System46 cited
  • 2008Overconfidence in Currency Markets46 cited
  • 1999Intraday Technical Trading in the Foreign Exchange Market44 cited
  • 2000The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits,41 cited
  • 2004Momentum strategies: some bootstrap tests37 cited
  • 2002Nearest-Neighbour Predictions in Foreign Exchange Markets37 cited
  • 2007Do Professional Currency Managers Beat the Benchmark?34 cited
  • 2001Technical Analysis in the Madrid Stock Exchange33 cited