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Trends in quantitative equity management: survey results
11 references·5 citing·49 second hop
Trends in quantitative equity management: survey results (2007)Trends in quantitative equity management:…The Recent Behaviour of Financial Market Volatility (2007)The Recent Behaviour of Finan…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Maps of Bounded Rationality: …Cross-Sectional and Time-Series Determinants of Momentum Returns (2002)Cross-Sectional and Time-Seri…Handbook of computational economics (1998)Handbook of computational eco…Bounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Forecasting stock market prices: Lessons for forecasters (1992)Forecasting stock market pric…Agent-based Computational Finance (1989)Agent-based Computational Fin…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Dynamic portfolio optimization based on grey relational analysis approach (2020)Dynamic portfolio optimizatio…The profitability of moving average trading rules in BRICS and emerging stock markets (2016)The profitability of moving a…Trading System based on the use of technical analysis: A computational experiment (2015)Trading System based on the u…The benefits of tree-based models for stock selection (2012)The benefits of tree-based mo…On the challenges in quantitative equity management (2008)On the challenges in quantita…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)The Use of Knowledge in Society (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Negative bubbles and shocks in cryptocurrency markets (2016)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On the information role of stock recommendation revisions (2009)Trend-following trading strategies in commodity futures: A re-examination (2009)Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach (2017)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Neuroeconomics: How Neuroscience Can Inform Economics (2005)Naturalistic Decision Making (2008)The Polarizing Impact of Science Literacy and Numeracy on Perceived Climate Change Risks (2012)Econometric policy evaluation: A critique (1976)Chapter 24 Agent-based Computational Finance (2006)Journal of Economic Dynamics and Control (2013)Validation of Agent-Based Models in Economics and Finance (2019)Experimental Games and Social Decision Making (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Does the Stock Market Overreact? (1985)Neural networks: Forecasting breakthrough or passing fad? (1993)Evaluating probabilistic forecasts of stock prices in a developing stock market (1994)Nonlinearity, data-snooping, and stock index ETF return predictability (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)Specification Tests in Econometrics (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2003Maps of Bounded Rationality: Psychology for Behavioral Economics5,374 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 1989Agent-based Computational Finance693 cited
  • 1998Handbook of computational economics600 cited
  • 2002Cross-Sectional and Time-Series Determinants of Momentum Returns262 cited
  • 1992Forecasting stock market prices: Lessons for forecasters153 cited
  • 2007The Recent Behaviour of Financial Market Volatility85 cited

Cited by

  • 2020Dynamic portfolio optimization based on grey relational analysis approach50 cited
  • 2016The profitability of moving average trading rules in BRICS and emerging stock markets36 cited
  • 2015Trading System based on the use of technical analysis: A computational experiment34 cited
  • 2008On the challenges in quantitative equity management

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26 cited
  • 2012The benefits of tree-based models for stock selection19 cited