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Technical Analysis and Liquidity Provision
16 references·2 citing·46 second hop
Technical Analysis and Liquidity Provision (2002)Technical Analysis and Liquidity ProvisionTechnical Analysis of Stock Trends (2018)Technical Analysis of Stock T…Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)Currency Orders and Exchange …The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…The High‐Volume Return Premium (2001)The High‐Volume Return PremiumThe High Volume Return Premium (2001)The High Volume Return PremiumEighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE (2000)Eighths, sixteenths, and mark…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…Technical analysis of stock trends (1997)Technical analysis of stock t…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIOn Technical Analysis (1989)On Technical AnalysisFilter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…INVESTIGATION OF STOCHASTIC PAIRS TRADING STRATEGIES UNDER DIFFERENT VOLATILITY REGIMES (2010)INVESTIGATION OF STOCHASTIC P…Liquidity Beyond the Best Quote: A Study of the NYSE Limit Order Book (2006)Liquidity Beyond the Best Quo…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)An Anatomy of Trading Strategies (1998)The illusory nature of momentum profits (2003)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Evidence on the speed of convergence to market efficiency (2005)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A liquidity-augmented capital asset pricing model (2006)The Information in Option Volume for Future Stock Prices (2006)Do Retail Trades Move Markets? (2008)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Pricing of Options and Corporate Liabilities (1973)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Fund Benchmarks: A Risk-Based Approach (2004)The Strategic and Tactical Value of Commodity Futures (2006)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Expected stock returns and volatility (1987)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Liquidity and Market Structure (1988)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Sixteenths: direct evidence on institutional execution costs (2001)Equilibrium in a Dynamic Limit Order Market (2005)The Diversity of High Frequency Traders (2012)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)
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References

  • 1991Efficient Capital Markets: II5,346 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 2001The High‐Volume Return Premium860 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1989On Technical Analysis499 cited
  • 2000Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE444 cited
  • 1997Technical analysis of stock trends361 cited
  • 1998Market Efficiency and the Returns to Technical Analysis324 cited
  • 2018Technical Analysis of Stock Trends266 cited
  • 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis227 cited
  • 2001The High Volume Return Premium73 cited
  • 1999Using genetic algorithms to find technical trading rules

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Cited by

  • 2006Liquidity Beyond the Best Quote: A Study of the NYSE Limit Order Book24 cited
  • 2010INVESTIGATION OF STOCHASTIC PAIRS TRADING STRATEGIES UNDER DIFFERENT VOLATILITY REGIMES22 cited