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WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
16 references·16 citing·27 second hopsampled
WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PROFITABILITY O…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The Econometrics of Financial Markets (2012)The Econometrics of Financial…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…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 …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …The relationship between return and market value of common stocks (1981)The relationship between retu…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…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 …Théorie de la spéculation (1900)Théorie de la spéculationTransformer-based attention network for stock movement prediction (2022)Transformer-based attention n…Stock Market Prediction Using Machine Learning Techniques: A Decade Survey on Methodologies, Recent Developments, and Future Directions (2021)Stock Market Prediction Using…Stock market movement forecast: A Systematic review (2020)Stock market movement forecas…Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Stock Market Analysis: A Revi…Forecasting price movements using technical indicators: Investigating the impact of varying input window length (2017)Forecasting price movements u…A literature review of technical analysis on stock markets (2017)A literature review of techni…A trend factor: Any economic gains from using information over investment horizons? (2016)A trend factor: Any economic …Forecasting Stock Returns (2013)Forecasting Stock ReturnsStock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting the Equity Risk P…The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis…THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)THE EVOLUTION OF STOCK MARKET…A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)A hybrid model based on rough…Trend-following trading strategies in commodity futures: A re-examination (2009)Trend-following trading strat…The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Adaptive Markets Hypothes…The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Fore…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 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
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1900Théorie de la spéculation2,605 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
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation

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2,197 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • Cited by

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    • 2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE408 cited
    • 2020Stock market movement forecast: A Systematic review374 cited
    • 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data357 cited
    • 2010The use of technical analysis by fund managers: International evidence302 cited
    • 2021Stock Market Prediction Using Machine Learning Techniques: A Decade Survey on Methodologies, Recent Developments, and Future Directions279 cited
    • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited
    • 2022Transformer-based attention network for stock movement prediction241 cited
    • 2009Trend-following trading strategies in commodity futures: A re-examination219 cited
    • 2010A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting212 cited
    • 2017A literature review of technical analysis on stock markets193 cited
    • 2017Forecasting price movements using technical indicators: Investigating the impact of varying input window length190 cited
    • 2011Forecasting the Equity Risk Premium: The Role of Technical Indicators189 cited
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