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Technical trading rules and regime shifts in foreign exchange

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665 cited

1961Price Movements in Speculative Markets : Trends or Random Walks645 cited

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2002Real‐Time Trading Models and the Statistical Properties of Foreign Exchange Rates*59 cited
2002Are commodity prices chaotic?59 cited
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2002A comparative study of technical trading strategies and return predictability: an extension of using NYSE and NASDAQ indices54 cited
1992Persistence of the Dow Jones Index on Rising Volume44 cited
2002STOCK MARKET PREDICTION BY A MIXTURE OF GENETIC-NEURAL EXPERTS44 cited
2003Are technical trading rules profitable? Evidence for head-and-shoulder rules43 cited