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Are candlestick technical trading strategies profitable in the Japanese equity market?
14 references·10 citing·52 second hop
Are candlestick technical trading strategies profitable in the Japanese equity market? (2007)Are candlestick technical trading strateg…Candlestick technical trading strategies: Can they create value for investors? (2005)Candlestick technical trading…Technical Analysis and Liquidity Provision (2004)Technical Analysis and Liquid…Have trading rule profits in the currency markets declined over time? (2003)Have trading rule profits in …Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)Currency Orders and Exchange …Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets (1999)Profits on technical trading …Global Stock Markets in the Twentieth Century (1999)Global Stock Markets in the T…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Candlestick Charting Explained: Timeless Techniques for Trading Stocks and Futures (1995)Candlestick Charting Explaine…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Japanese candlestick charting techniques : a contemporary guide to the ancient investment techniques of the Far East (1991)Japanese candlestick charting…Security analysis and portfolio management (1990)Security analysis and portfol…In Defense of Technical Analysis (1985)In Defense of Technical Analy…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetConvolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method (2022)Convolutional neural network …The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50 (2020)The profitability of Bollinge…The Application of Japanese Candlestick Trading Strategies in Taiwan (2017)The Application of Japanese C…The predictive power of Japanese candlestick charting in Chinese stock market (2016)The predictive power of Japan…Trend definition or holding strategy: What determines the profitability of candlestick charting? (2015)Trend definition or holding s…Are candlestick trading strategies effective in certain stocks with distinct features? (2015)Are candlestick trading strat…Stock Prediction by Searching for Similarities in Candlestick Charts (2014)Stock Prediction by Searching…The profitability of candlestick charting in the Taiwan stock market (2013)The profitability of candlest…On the Effectiveness of Candlestick Chart Analysis for the Brazilian Stock Market (2013)On the Effectiveness of Candl…Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan (2012)Tests for Two-Day Candlestick…Empirical exchange rate models of the seventies (1983)The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market (2006)Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)The relationship between return and market value of common stocks (1981)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Price trends and patterns in technical analysis: A theoretical and empirical examination (2009)Performance of technical analysis in growth and small cap segments of the US equity market (2011)Encoding candlesticks as images for pattern classification using convolutional neural networks (2020)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)What really causes large price changes? (2004)Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)Institutional Investors, Past Performance, and Dynamic Loss Aversion (2009)The equity premium: A puzzle (1985)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)A Century of Stock Market Liquidity and Trading Costs (2002)Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (2002)Dynamic Asset Allocation with Event Risk (2003)The Behavior of Stock-Market Prices (1965)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)How to Use Security Analysis to Improve Portfolio Selection (1973)The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (2002)Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Econometrics of Financial Markets (1997)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)A model of investor sentiment /Efficient Capital Markets: II (1991)Order dynamics: Recent evidence from the NYSE (2007)Penny Wise, Dollar Foolish: Buy–Sell Imbalances On and Around Round Numbers (2011)Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature (2015)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)
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References

  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1999Global Stock Markets in the Twentieth Century515 cited
  • 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis227 cited
  • 2003Have trading rule profits in the currency markets declined over time?202 cited
  • 1985In Defense of Technical Analysis152 cited
  • 2005Candlestick technical trading strategies: Can they create value for investors?141 cited
  • 2004Technical Analysis and Liquidity Provision140 cited
  • 1991Japanese candlestick charting techniques : a contemporary guide to the ancient investment techniques of the Far East110 cited
  • 1995Candlestick Charting Explained: Timeless Techniques for Trading Stocks and Futures84 cited
  • 1999Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets

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64 cited
  • 1990Security analysis and portfolio management64 cited
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