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Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
11 references·16 citing·42 second hop
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Analysis: Comput…Technical Analysis of Stock Trends (2018)Technical Analysis of Stock T…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Understanding the Nature of t…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…A non-random walk down Wall Street (1999)A non-random walk down Wall S…International Momentum Strategies (1998)International Momentum Strate…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test (1987)Stock Market Prices Do Not Fo…Trend Factor in China: The Role of Large Individual Trading (2024)Trend Factor in China: The Ro…Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility? (2022)Forecasting Bitcoin Price Dir…Exploring the effectiveness of deep neural networks with technical analysis applied to stock market prediction (2021)Exploring the effectiveness o…Support vector regression with modified firefly algorithm for stock price forecasting (2018)Support vector regression wit…Machine Learning and the Stock Market (2018)Machine Learning and the Stoc…Technical market indicators: An overview (2014)Technical market indicators: …Technical Analysis and Individual Investors (2014)Technical Analysis and Indivi…Fairness in Financial Markets: The Case of High Frequency Trading (2012)Fairness in Financial Markets…The Profitability Of Technical Trading Rules: A Combined Signal Approach (2011)The Profitability Of Technica…Technical Analysis in the Foreign Exchange Market (2011)Technical Analysis in the For…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting the Equity Risk P…The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data (2010)The Profitability of Technica…Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)Testing the predictive abilit…Reexamining the Profitability of Technical Analysis with Data Snooping Checks (2005)Reexamining the Profitability…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? (2001)Can the Forecasts Generated f…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)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)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Intraday Price Formation in U.S. Equity Index Markets (2003)Does Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance (2011)Is market fragmentation harming market quality? (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)On Persistence in Mutual Fund Performance (1997)Style investing (2003)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Prospect theory, mental accounting, and momentum (2005)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference (2001)Risk Management for Hedge Funds: Introduction and Overview (2001)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1998International Momentum Strategies1,813 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 2001Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing1,003 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1987Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test735 cited
  • 1999A non-random walk down Wall Street647 cited
  • 2018Technical Analysis of Stock Trends266 cited

Cited by

  • 2005Reexamining the Profitability of Technical Analysis with Data Snooping Checks189 cited
  • 2011Forecasting the Equity Risk Premium: The Role of Technical Indicators189 cited
  • 2010Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias185 cited
  • 2012Fairness in Financial Markets: The Case of High Frequency Trading

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117 cited
  • 2022Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility?107 cited
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  • 2018Support vector regression with modified firefly algorithm for stock price forecasting95 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2018Machine Learning and the Stock Market70 cited
  • 2011The Profitability Of Technical Trading Rules: A Combined Signal Approach54 cited
  • 2001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?48 cited
  • 2011Technical Analysis in the Foreign Exchange Market47 cited
  • 2024Trend Factor in China: The Role of Large Individual Trading44 cited
  • 2014Technical market indicators: An overview42 cited
  • 2021Exploring the effectiveness of deep neural networks with technical analysis applied to stock market prediction41 cited
  • 2010The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data33 cited