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The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis
16 references·16 citing·26 second hopsampled
The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Foreign Exchange…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Limits of Arbitrage (1995)The Limits of ArbitrageMyopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…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 …Mutual Fund Performance (1966)Mutual Fund PerformanceA model of investor sentiment /A model of investor sentiment…A literature review of technical analysis on stock markets (2017)A literature review of techni…Technical trading: Is it still beating the foreign exchange market? 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Evidence from the MSCI Global Index Change (2009)Do Demand Curves for Currenci…Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)Profitability of technical st…The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2006)The Adaptive Markets Hypothes…Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting (2005)Meese-Rogoff Redux: Micro-Bas…The General Theory of Employment, Interest and Money. 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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
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1995The Limits of Arbitrage5,282 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

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2,445 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
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