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The profitability of technical trading rules in the Asian stock markets
9 references·16 citing·44 second hop
The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technical trading ru…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIThe Dynamics of Stock Index and Stock Index Futures Returns (1990)The Dynamics of Stock Index a…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…The profitability of technical trading rules in the Bitcoin market (2019)The profitability of technica…Technical trading: Is it still beating the foreign exchange market? (2016)Technical trading: Is it stil…Revisiting the Performance of MACD and RSI Oscillators (2014)Revisiting the Performance of…Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets (2012)Predictive ability and profit…Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)Testing the predictive abilit…Are the European carbon markets efficient (2008)Are the European carbon marke…A Hybrid Neurogenetic Approach for Stock Forecasting (2007)A Hybrid Neurogenetic Approac…Stock market trading rule discovery using pattern recognition and technical analysis (2006)Stock market trading rule dis…Candlestick technical trading strategies: Can they create value for investors? (2005)Candlestick technical trading…An effective application of decision tree to stock trading (2005)An effective application of d…An analysis of trading strategies in eleven European stock markets (2005)An analysis of trading strate…Testing for predictability in emerging equity markets (2004)Testing for predictability in…Generating trading rules on the stock markets with genetic programming (2003)Generating trading rules on t…Positive feedback trading in emerging capital markets (2001)Positive feedback trading in …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…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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)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)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)Predicting Volatility in the Foreign Exchange Market (1995)From value at risk to stress testing: The extreme value approach (2000)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)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)Technical Analysis in Financial Markets (2004)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)
this work references cited by second hop

References

  • 1991Efficient Capital Markets: II5,346 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1990The Dynamics of Stock Index and Stock Index Futures Returns803 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited

Cited by

  • 1998Market Efficiency and the Returns to Technical Analysis324 cited
  • 1999Tests of technical trading strategies in the emerging equity markets of Latin America and Asia243 cited
  • 2003Generating trading rules on the stock markets with genetic programming233 cited
  • 2010Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias185 cited
  • 2007A Hybrid Neurogenetic Approach for Stock Forecasting175 cited
  • 2005Candlestick technical trading strategies: Can they create value for investors?

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141 cited
  • 2008Are the European carbon markets efficient129 cited
  • 2005An effective application of decision tree to stock trading126 cited
  • 2004Testing for predictability in emerging equity markets111 cited
  • 2016Technical trading: Is it still beating the foreign exchange market?104 cited
  • 2012Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets103 cited
  • 2019The profitability of technical trading rules in the Bitcoin market103 cited
  • 2014Revisiting the Performance of MACD and RSI Oscillators94 cited
  • 2005An analysis of trading strategies in eleven European stock markets91 cited
  • 2006Stock market trading rule discovery using pattern recognition and technical analysis90 cited
  • 2001Positive feedback trading in emerging capital markets85 cited