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Testing the performance of technical trading rules in the Chinese markets based on superior predictive test
16 references·3 citing·46 second hopsampled
Testing the performance of technical trading rules in the Chinese markets based on superior predictive test (2015)Testing the performance of technical trad…Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets (2012)Predictive ability and profit…Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test (2012)Predictability of the Simple …Performance of technical analysis in growth and small cap segments of the US equity market (2011)Performance of technical anal…Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)Testing the predictive abilit…Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Bubble diagnosis and predicti…A reality check on technical trading rule profits in the U.S. futures markets (2009)A reality check on technical …Reexamining the Profitability of Technical Analysis with Data Snooping Checks (2005)Reexamining the Profitability…A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…Technical trading rules in the European Monetary System (1999)Technical trading rules in th…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 (1996)A note on the weak form effic…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…In Defense of Technical Analysis (1985)In Defense of Technical Analy…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Stock market and securities index prediction using artificial intelligence: A systematic review (2024)Stock market and securities i…Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures (2017)Profitability of simple stati…Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market (2016)Trading strategy based on dyn…The Random Character of Stock Market Prices (1968)Foundations of Finance. (1977)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Technical Analysis in Financial Markets (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Price Movements in Speculative Markets : Trends or Random Walks (1961)The Behavior of Stock-Market Prices (1965)Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Adaptive Markets Hypothesis (2004)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting: theory and practice (2022)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Market Statistics and Technical Analysis: The Role of Volume (1994)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)A test for independence based on the correlation dimension (1996)Are Investors Reluctant to Realize Their Losses? (1998)Trading Volume and Serial Correlation in Stock Returns (1993)Introductory Econometrics for Finance (2008)… and the Cross-Section of Expected Returns (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Performance (1966)The Sharpe Ratio (1994)Predicting bitcoin returns using high-dimensional technical indicators (2018)Reinforcement learning applied to Forex trading (2018)Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Economic Forces and the Stock Market (1986)Common risk factors in the returns on stocks and bonds (1993)Contrarian Investment, Extrapolation, and Risk (1994)Manias, Panics, and Crashes: A History of Financial Crises (1979)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)A Mathematical Theory of Financial Bubbles (2013)A stable and robust calibration scheme of the log-periodic power law model (2013)The oil price crash in 2014/15: Was there a (negative) financial bubble? (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,311 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994296 cited
  • 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles221 cited
  • 2005Reexamining the Profitability of Technical Analysis with Data Snooping Checks189 cited
  • 2010Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias185 cited
  • 1985In Defense of Technical Analysis152 cited
  • 2011Performance of technical analysis in growth and small cap segments of the US equity market108 cited
  • 1999Technical trading rules in the European Monetary System105 cited
  • 2012Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets103 cited

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  • 2009A reality check on technical trading rule profits in the U.S. futures markets66 cited
  • 2012Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test48 cited
  • Cited by

    • 2016Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market27 cited
    • 2024Stock market and securities index prediction using artificial intelligence: A systematic review25 cited
    • 2017Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures15 cited