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The CRISMA trading system
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The CRISMA trading system (1988)The CRISMA trading systemAmerican Economic Review (2019)American Economic ReviewUsing daily stock returns (1985)Using daily stock returnsThe Dependence of Prices and Volume (1978)The Dependence of Prices and …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 …Biclustering Learning of Trading Rules (2014)Biclustering Learning of Trad…Are moving average trading rules profitable? Evidence from the European stock markets (2011)Are moving average trading ru…A genetic programming model to generate risk-adjusted technical trading rules in stock markets (2011)A genetic programming model t…Trend discovery in financial time series data using a case based fuzzy decision tree (2010)Trend discovery in financial …Stock Market Trading Volume (2010)Stock Market Trading VolumeInvestment using evolutionary learning methods and technical rules (2010)Investment using evolutionary…Heterogeneity, Market Mechanisms, and Asset Price Dynamics (2009)Heterogeneity, Market Mechani…Trading rule discovery in the US stock market: An empirical study (2008)Trading rule discovery in the…Stock market trading rule discovery using pattern recognition and technical analysis (2006)Stock market trading rule dis…Performance of Candlestick Analysis on Intraday Futures Data (2005)Performance of Candlestick An…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Can Fuzzy Logic Make Technical Analysis 20/20? (2004)Can Fuzzy Logic Make Technica…Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange (2003)Non-linear dynamics in future…Investment using technical analysis and fuzzy logic (2002)Investment using technical an…Chaos in oil prices? Evidence from futures markets (2001)Chaos in oil prices? Evidence…Charting: Chaos theory in disguise? (1997)Charting: Chaos theory in dis…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Applying the method of simulated moments to estimate a small agent-based asset pricing model (2009)More hedging instruments may destabilize markets (2009)Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation (2014)The Behavior of Stock-Market Prices (1965)How exactly do markets adapt? 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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
  • 2019American Economic Review10,902 cited
  • 1985Using daily stock returns6,497 cited
  • 1978The Dependence of Prices and Volume172 cited

Cited by

  • 2009Heterogeneity, Market Mechanisms, and Asset Price Dynamics206 cited
  • 2001Chaos in oil prices? Evidence from futures markets145 cited
  • 2002Investment using technical analysis and fuzzy logic140 cited
  • 2006Stock market trading rule discovery using pattern recognition and technical analysis90 cited
  • 2011Are moving average trading rules profitable? Evidence from the European stock markets83 cited
  • 1997Charting: Chaos theory in disguise?83 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2011A genetic programming model to generate risk-adjusted technical trading rules in stock markets58 cited
  • 2005Performance of Candlestick Analysis on Intraday Futures Data57 cited
  • 2010Stock Market Trading Volume57 cited

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2010
Trend discovery in financial time series data using a case based fuzzy decision tree
54 cited
  • 2014Biclustering Learning of Trading Rules44 cited
  • 2010Investment using evolutionary learning methods and technical rules43 cited
  • 2003Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange42 cited
  • 2008Trading rule discovery in the US stock market: An empirical study39 cited
  • 2004Can Fuzzy Logic Make Technical Analysis 20/20?39 cited