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Performance of Candlestick Analysis on Intraday Futures Data
16 references·12 citing·46 second hop
Performance of Candlestick Analysis on Intraday Futures Data (2005)Performance of Candlestick Analysis on In…How rewarding is technical analysis? Evidence from Singapore stock market (2003)How rewarding is technical an…On the profitability of technical trading rules based on artificial neural networks: (2000)On the profitability of techn…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Technical analysis and the London Stock Exchange: testing trading rules using the FT30 (1997)Technical analysis and the Lo…High frequency data in financial markets: Issues and applications (1997)High frequency data in financ…A random walk down Wall Street: including a life-cycle guide to personal investing (1996)A random walk down Wall Stree…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…Japanese candlestick charting techniques (1991)Japanese candlestick charting…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIThe CRISMA trading system (1988)The CRISMA trading systemBeating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Investment Analysis and Portfolio Management. (1979)Investment Analysis and Portf…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 …Improving stock trading decisions based on pattern recognition using machine learning technology (2021)Improving stock trading decis…Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index (2020)Bullish and Bearish Engulfing…The Application of Japanese Candlestick Trading Strategies in Taiwan (2017)The Application of Japanese C…Fuzzy modeling of stock trading with fuzzy candlesticks (2017)Fuzzy modeling of stock tradi…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…The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks (2013)The intra-day performance of …Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan (2012)Tests for Two-Day Candlestick…Pinpoint and synergistic trading strategies of candlesticks (2011)Pinpoint and synergistic trad…The Behavior of Stock-Market Prices (1965)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)A nonlinear autoregressive conditional duration model with applications to financial transaction data (2001)On covariance estimation of non-synchronously observed diffusion processes (2005)Price discovery on Bitcoin exchanges (2015)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)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Forward and spot exchange rates (1984)Technical trading rule profitability and foreign exchange intervention (1999)Agent-based computational finance: Suggested readings and early research (2000)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)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)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)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)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)The arbitrage theory of capital asset pricing (1976)An Anatomy of Trading Strategies (1998)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)How Many Stocks Make a Diversified Portfolio? (1987)Stock market volatility, excess returns, and the role of investor sentiment (2002)Sorting things out: valuation of new firms in uncertain markets (2003)
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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
  • 1991Efficient Capital Markets: II5,346 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1979Investment Analysis and Portfolio Management.985 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1997High frequency data in financial markets: Issues and applications411 cited
  • 2000On the profitability of technical trading rules based on artificial neural networks:243 cited
  • 2003How rewarding is technical analysis? Evidence from Singapore stock market234 cited
  • 1996A random walk down Wall Street: including a life-cycle guide to personal investing231 cited
  • 1991Japanese candlestick charting techniques139 cited
  • 1997Technical analysis and the London Stock Exchange: testing trading rules using the FT30

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122 cited
  • 1988The CRISMA trading system114 cited
  • Cited by

    • 2014Stock Prediction by Searching for Similarities in Candlestick Charts45 cited
    • 2017Fuzzy modeling of stock trading with fuzzy candlesticks42 cited
    • 2017The Application of Japanese Candlestick Trading Strategies in Taiwan39 cited
    • 2013The profitability of candlestick charting in the Taiwan stock market37 cited
    • 2020Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index34 cited
    • 2016The predictive power of Japanese candlestick charting in Chinese stock market34 cited
    • 2021Improving stock trading decisions based on pattern recognition using machine learning technology33 cited
    • 2012Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan30 cited
    • 2015Trend definition or holding strategy: What determines the profitability of candlestick charting?29 cited
    • 2011Pinpoint and synergistic trading strategies of candlesticks27 cited
    • 2015Are candlestick trading strategies effective in certain stocks with distinct features?26 cited
    • 2013The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks21 cited