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Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices
16 references·10 citing·51 second hop
Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices (2002)Towards the fundamentals of technical ana…The noise trading approach — questionnaire evidence from foreign exchange (1998)The noise trading approach — …Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Deutsche Mark–Dollar Volatili…Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Volatilities of different tim…Technical analysis of stock trends (1997)Technical analysis of stock t…Technical analysis and the London Stock Exchange: testing trading rules using the FT30 (1997)Technical analysis and the Lo…On Cointegration and Exchange Rate Dynamics (1994)On Cointegration and Exchange…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Improving the Parkinson Method of Estimating Security Price Volatilities (1992)Improving the Parkinson Metho…ARCH modeling in finance (1992)ARCH modeling in financeThe Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Stock Volatility and the Crash of '87 (1989)Stock Volatility and the Cras…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Variances of Security Price Returns Based on High, Low, and Closing Prices (1983)Variances of Security Price R…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices (2023)Transformer-based forecasting…Forecasting realized volatility with wavelet decomposition (2023)Forecasting realized volatili…A novel interval-based hybrid framework for crude oil price forecasting and trading (2023)A novel interval-based hybrid…Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method (2022)Convolutional neural network …Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index (2020)Bullish and Bearish Engulfing…The impacts of liquidity dynamics on emissions allowances price: Different evidence from China's emissions trading pilots (2018)The impacts of liquidity dyna…Fuzzy modeling of stock trading with fuzzy candlesticks (2017)Fuzzy modeling of stock tradi…Stock Prediction by Searching for Similarities in Candlestick Charts (2014)Stock Prediction by Searching…Modeling and forecasting interval time series with threshold models (2014)Modeling and forecasting inte…An empirical model of fractionally cointegrated daily high and low stock market prices (2014)An empirical model of fractio…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The relation between implied and realized volatility (1998)Idiosyncratic Risk Matters! 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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1989Stock Volatility and the Crash of '871,045 cited
  • 1997Volatilities of different time resolutions — Analyzing the dynamics of market components745 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1997Technical analysis of stock trends361 cited
  • 1983Variances of Security Price Returns Based on High, Low, and Closing Prices203 cited
  • 1994On Cointegration and Exchange Rate Dynamics198 cited
  • 1998The noise trading approach — questionnaire evidence from foreign exchange156 cited
  • 1992Improving the Parkinson Method of Estimating Security Price Volatilities134 cited

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  • 1997Technical analysis and the London Stock Exchange: testing trading rules using the FT30122 cited
  • Cited by

    • 2022Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method65 cited
    • 2014Modeling and forecasting interval time series with threshold models58 cited
    • 2014Stock Prediction by Searching for Similarities in Candlestick Charts45 cited
    • 2018The impacts of liquidity dynamics on emissions allowances price: Different evidence from China's emissions trading pilots42 cited
    • 2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices42 cited
    • 2017Fuzzy modeling of stock trading with fuzzy candlesticks42 cited
    • 2014An empirical model of fractionally cointegrated daily high and low stock market prices37 cited
    • 2020Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index34 cited
    • 2023A novel interval-based hybrid framework for crude oil price forecasting and trading33 cited
    • 2023Forecasting realized volatility with wavelet decomposition20 cited