SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Trading rule profits in european currency spot cross-rates
11 references·16 citing·44 second hop
Trading rule profits in european currency spot cross-rates (1996)Trading rule profits in european currency…Central bank intervention and trading rule profits in foreign exchange markets (1997)Central bank intervention and…Does foreign exchange intervention work? (1995)Does foreign exchange interve…Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examples (1994)Trading futures using a chann…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…Does Foreign Exchange Intervention Work (1993)Does Foreign Exchange Interve…Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis" (1991)Naive Trading Rules in Financ…European Monetary Reform: Progress and Prospects (1990)European Monetary Reform: Pro…The statistical properties of daily foreign exchange rates: 1974–1983 (1988)The statistical properties of…Testing for market timing ability (1987)Testing for market timing abi…Modeling The persistence Of Conditional Variances: A Comment (1986)Modeling The persistence Of C…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …How profitable is the Indian stock market? (2014)How profitable is the Indian …Lessons from the evolution of foreign exchange trading strategies (2013)Lessons from the evolution of…Drivers of technical trend-following rules' profitability in world stock markets (2013)Drivers of technical trend-fo…Technical Analysis in the Foreign Exchange Market (2012)Technical Analysis in the For…Technical Analysis in the Foreign Exchange Market (2011)Technical Analysis in the For…Technical Analysis in the Foreign Exchange Market (2011)Technical Analysis in the For…Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets (2010)Illusory Profitability of Tec…Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (2008)Market efficiency of Brazilia…Model‐free evaluation of directional predictability in foreign exchange markets (2007)Model‐free evaluation of dire…Technical analysis in foreign exchange markets: evidence from the EMS (2003)Technical analysis in foreign…Nearest-Neighbour Predictions in Foreign Exchange Markets (2002)Nearest-Neighbour Predictions…Trading rule profits in Latin American currency spot rates (2001)Trading rule profits in Latin…Technical trading rules in the spot foreign exchange markets of developing countries (2001)Technical trading rules in th…On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules (2001)On market efficiency of Asian…Further insights on the puzzle of technical analysis profitability (2000)Further insights on the puzzl…Technical Trading Rules in the European Monetary System (1998)Technical Trading Rules in th…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A hybrid SARIMA and support vector machines in forecasting the production values of the machinery industry in Taiwan (2006)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)Mutual fund flows and investor returns: An empirical examination of fund investor timing ability (2007)Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Class of Nonlinear Arch Models (1992)Stochastic volatility in asset prices estimation with simulated maximum likelihood (1994)A test for volatility spillover with application to exchange rates (2001)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Nonparametric exchange rate prediction? (1990)Augmented GARCH (p,q) process and its diffusion limit (1997)International asset allocation under regime switching, skew, and kurtosis preferences (2008)Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market (2006)Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets? (2014)Oil price and stock returns of consumers and producers of crude oil (2014)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)ARCH modeling in finance (1992)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Charting: Chaos theory in disguise? (1997)Chaos in oil prices? Evidence from futures markets (2001)The Profitability of Technical Analysis: A Review (2004)Modelling Financial Time Series (2007)Filter Rules and Stock-Market Trading (1966)Anomalies: Foreign Exchange (1990)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)High frequency data in financial markets: Issues and applications (1997)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Is Official Exchange Rate Intervention Effective? (2004)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)Fractals and Intrinsic Time - a Challenge to Econometricians (1995)Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)International Monetary Cooperation Since Bretton Woods (1996)The market microstructure of central bank intervention (2002)
this work references cited by second hop

References

  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1986Modeling The persistence Of Conditional Variances: A Comment437 cited
  • 1988The statistical properties of daily foreign exchange rates: 1974–1983432 cited
  • 1995Does foreign exchange intervention work?273 cited
  • 1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"270 cited
  • 1987Testing for market timing ability234 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 1997Central bank intervention and trading rule profits in foreign exchange markets151 cited
  • 1994Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examples98 cited
  • 1990European Monetary Reform: Progress and Prospects78 cited

Cited by

  • 2013Lessons from the evolution of foreign exchange trading strategies71 cited
  • 2001On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules60 cited
  • 2001Trading rule profits in Latin American currency spot rates56 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2007
Model‐free evaluation of directional predictability in foreign exchange markets
49 cited
  • 2011Technical Analysis in the Foreign Exchange Market47 cited
  • 1998Technical Trading Rules in the European Monetary System46 cited
  • 2001Technical trading rules in the spot foreign exchange markets of developing countries42 cited
  • 2010Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets41 cited
  • 2008Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules37 cited
  • 2000Further insights on the puzzle of technical analysis profitability37 cited
  • 2002Nearest-Neighbour Predictions in Foreign Exchange Markets37 cited
  • 2013Drivers of technical trend-following rules' profitability in world stock markets36 cited
  • 2003Technical analysis in foreign exchange markets: evidence from the EMS36 cited
  • 2012Technical Analysis in the Foreign Exchange Market34 cited
  • 2011Technical Analysis in the Foreign Exchange Market32 cited
  • 2014How profitable is the Indian stock market?29 cited