References

• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1985Does the Stock Market Overreact?7,569 cited
• 1990Evidence of Predictable Behavior of Security Returns2,702 cited
• 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
• 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
• 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
• 1990Fads, Martingales, and Market Efficiency1,596 cited
• 1992The use of technical analysis in the foreign exchange market1,071 cited
• 1988Risk aversion, uncertain information, and market efficiency519 cited
• 1999Technical trading rule profitability and foreign exchange intervention390 cited
• 1992Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data384 cited
• 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
• 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
• 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994