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Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs
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Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs (2018)Performance of the Average Directional In…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis…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…How rewarding is technical analysis? Evidence from Singapore stock market (2003)How rewarding is technical an…Beyond Mean–Variance: Performance Measurement in a Nonsymmetrical World (corrected) (1999)Beyond Mean–Variance: Perform…Performance Measurement in a Downside Risk Framework (1994)Performance Measurement in a …Downside risk (1991)Downside riskBeating the Foreign Exchange Market (1986)Beating the Foreign Exchange …New Concepts in Technical Trading Systems (1978)New Concepts in Technical Tra…Components of Investment Performance (1972)Components of Investment Perf…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Forward and spot exchange rates (1984)Technical trading rule profitability and foreign exchange intervention (1999)Agent-based computational finance: Suggested readings and early research (2000)The financial analysts journal (1960)The journal of financial economics (1993)Learning to trade via direct reinforcement (2001)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement (2020)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Predicting the direction of stock market prices using tree-based classifiers (2018)Predicting stock market index using LSTM (2022)A Brief History of Downside Risk Measures (1999)Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2008)Portfolio selection with higher moments (2010)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1994Performance Measurement in a Downside Risk Framework899 cited
  • 1991Downside risk604 cited
  • 1978New Concepts in Technical Trading Systems461 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 1972Components of Investment Performance365 cited
  • 2010The use of technical analysis by fund managers: International evidence302 cited
  • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited
  • 1999Beyond Mean–Variance: Performance Measurement in a Nonsymmetrical World (corrected)276 cited
  • 2003How rewarding is technical analysis? Evidence from Singapore stock market

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