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The Chinese Stock Market: An Examination of the Random Walk Model and Technical Trading Rules
16 references·4 citing·38 second hop
The Chinese Stock Market: An Examination of the Random Walk Model and Technical Trading Rules (2007)The Chinese Stock Market: An Examination …FOREIGN OWNERSHIP RESTRICTIONS AND MARKET SEGMENTATION IN CHINA'S STOCK MARKETS (2001)FOREIGN OWNERSHIP RESTRICTION…Bollinger on Bollinger Bands (2001)Bollinger on Bollinger BandsOn Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach (2000)On Testing the Random‐Walk Hy…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…CROSS‐AUTOCORRELATION BETWEEN A SHARES AND B SHARES IN THE CHINESE STOCK MARKET (1998)CROSS‐AUTOCORRELATION BETWEEN…Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market (1996)Capital controls, market segm…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Some New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Navigating the Financial Landscape: The Power and Limitations of the ARIMA Model (2024)Navigating the Financial Land…Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models (2018)Mean reversion in internation…Forecasting market returns: bagging or combining? (2016)Forecasting market returns: b…Technical Analysis of the Taiwanese Stock Market (2011)Technical Analysis of the Tai…Estimating betas from nonsynchronous data (1977)Dividend yields and expected stock returns (1988)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)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)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)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)The profitability of technical trading rules in the Asian stock markets (1995)Technical Analysis in Financial Markets (2004)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Text mining for market prediction: A systematic review (2014)A systematic review of fundamental and technical analysis of stock market predictions (2019)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1995Random Walks in Stock Market Prices1,227 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • 1998Market Efficiency and the Returns to Technical Analysis324 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited
  • 2001Bollinger on Bollinger Bands223 cited
  • 2001FOREIGN OWNERSHIP RESTRICTIONS AND MARKET SEGMENTATION IN CHINA'S STOCK MARKETS201 cited
  • 1996Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market177 cited
  • 1998CROSS‐AUTOCORRELATION BETWEEN A SHARES AND B SHARES IN THE CHINESE STOCK MARKET176 cited

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  • 2000On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach155 cited
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    • 2016Forecasting market returns: bagging or combining?41 cited
    • 2024Navigating the Financial Landscape: The Power and Limitations of the ARIMA Model32 cited
    • 2018Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models26 cited
    • 2011Technical Analysis of the Taiwanese Stock Market24 cited