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Chasing trends: recursive moving average trading rules and internet stocks
16 references·11 citing·39 second hop
Chasing trends: recursive moving average trading rules and internet stocks (2004)Chasing trends: recursive moving average …Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?Differential Interpretation of Public Signals and Trade in Speculative Markets (1995)Differential Interpretation o…The weighing of evidence and the determinants of confidence (1992)The weighing of evidence and …The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Alternative models for conditional stock volatility (1990)Alternative models for condit…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetDo investors feedback trade in the Bitcoin—and why? (2021)Do investors feedback trade i…Genetic programming optimization for a sentiment feedback strength based trading strategy (2017)Genetic programming optimizat…The profitability of moving average trading rules in BRICS and emerging stock markets (2016)The profitability of moving a…Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis (2016)Profiteering from the Dot-Com…Are chartists artists? The determinants and profitability of recommendations based on technical analysis (2016)Are chartists artists? The de…Trading System based on the use of technical analysis: A computational experiment (2015)Trading System based on the u…Time series momentum trading strategy and autocorrelation amplification (2015)Time series momentum trading …Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence (2014)Performance of moving average…An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange (2009)An alternative methodological…Is Technical Analysis Profitable on U.S. Stocks With Certain Size, Liquidity or Industry Characteristics? (2007)Is Technical Analysis Profita…"Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors" (2004)"Non-Random Walk Down the Mai…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Efficient Capital Markets: II (1991)Prospect Theory: An Analysis of Decision under Risk (1979)The theory of planned behavior (1991)A power primer. (1992)Confirmation Bias: A Ubiquitous Phenomenon in Many Guises (1998)Investor Psychology and Security Market Under‐ and Overreactions (1998)A perspective on judgment and choice: Mapping bounded rationality. (2003)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)The Efficient Market Hypothesis and Its Critics (2003)Who Gambles in the Stock Market? (2009)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multifactor Explanations of Asset Pricing Anomalies (1996)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Judgment under Uncertainty: Heuristics and Biases (1974)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Modeling and pricing long memory in stock market volatility (1996)Random matrix approach to cross correlations in financial data (2002)
this work references cited by second hop

References

  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1992The weighing of evidence and the determinants of confidence1,842 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1995Differential Interpretation of Public Signals and Trade in Speculative Markets1,192 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited

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  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • Cited by

    • 2004"Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors"53 cited
    • 2014Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence40 cited
    • 2016The profitability of moving average trading rules in BRICS and emerging stock markets36 cited
    • 2017Genetic programming optimization for a sentiment feedback strength based trading strategy35 cited
    • 2015Trading System based on the use of technical analysis: A computational experiment34 cited
    • 2021Do investors feedback trade in the Bitcoin—and why?33 cited
    • 2016Are chartists artists? The determinants and profitability of recommendations based on technical analysis32 cited
    • 2007Is Technical Analysis Profitable on U.S. Stocks With Certain Size, Liquidity or Industry Characteristics?32 cited
    • 2015Time series momentum trading strategy and autocorrelation amplification31 cited
    • 2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis23 cited
    • 2009An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange21 cited