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Using trading mechanisms to investigate large futures data and their implications to market trends
10 references·4 citing·34 second hop
Using trading mechanisms to investigate large futures data and their implications to market trends (2016)Using trading mechanisms to investigate l…Assessing the profitability of intraday opening range breakout strategies (2012)Assessing the profitability o…Momentum anomaly: evidence from India (2011)Momentum anomaly: evidence fr…The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data (2010)The Profitability of Technica…Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)Profitability of technical st…WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…Bollinger on Bollinger Bands (2001)Bollinger on Bollinger BandsReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…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 …Forecasting Fluctuations in the Financial Index Using a Recurrent Neural Network Based on Price Features (2020)Forecasting Fluctuations in t…An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm (2019)An Effective Approach for Obt…A Novel Approach of Option Portfolio Construction Using the Kelly Criterion (2018)A Novel Approach of Option Po…Subsequence dynamic time warping for charting: Bullish and bearish class predictions for NYSE stocks (2017)Subsequence dynamic time warp…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Multifactor Explanations of Asset Pricing Anomalies (1996)HYBRID FUZZY NEURAL NETWORK TO PREDICT PRICE DIRECTION IN THE GERMAN DAX-30 INDEX (2018)Momentum: Evidence and insights 30 years later (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trading System based on the use of technical analysis: A computational experiment (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Behavior of Stock-Market Prices (1965)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)Common risk factors in the returns on stocks and bonds (1993)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Forecasting Stock Returns (2013)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Support vector machine with adaptive parameters in financial time series forecasting (2003)Stock Price Prediction Using the ARIMA Model (2014)Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (2017)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Technical Analysis and Individual Investors (2014)A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting (2017)Agnostic fundamental analysis works (2017)A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market (2011)Supply chain 2.0 revisited: a framework for managing volatility-induced risk in the supply chain (2017)Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators (2021)
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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
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 2001Bollinger on Bollinger Bands223 cited
  • 2008Profitability of technical stock trading: Has it moved from daily to intraday data?124 cited
  • 2011Momentum anomaly: evidence from India60 cited
  • 2012Assessing the profitability of intraday opening range breakout strategies43 cited
  • 2010The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data33 cited

Cited by

  • 2020Forecasting Fluctuations in the Financial Index Using a Recurrent Neural Network Based on Price Features42 cited
  • 2019An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm41 cited
  • 2017Subsequence dynamic time warping for charting: Bullish and bearish class predictions for NYSE stocks39 cited
  • 2018A Novel Approach of Option Portfolio Construction Using the Kelly Criterion

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28 cited