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The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
4 references·16 citing·47 second hop
The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical trading-rul…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? 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(2003)Have trading rule profits in …Generating trading rules on the stock markets with genetic programming (2003)Generating trading rules on t…Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Do Momentum-Based Strategies …Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)Currency Orders and Exchange …An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)An Empirical Analysis of Data…Agent-based computational finance: Suggested readings and early research (2000)Agent-based computational fin…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)Linear, non-linear and essent…High frequency data in financial markets: Issues and applications (1997)High frequency data in financ…The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)The Forward Discount Anomaly …Fractals and Intrinsic Time - a Challenge to Econometricians (1995)Fractals and Intrinsic Time -…Chapter 33 Empirical research on nominal exchange rates (1995)Chapter 33 Empirical research…Empirical exchange rate models of the seventies (1983)How Big Is the Random Walk in GNP? 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this work references cited by second hop

References

  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited

Cited by

  • 2000Agent-based computational finance: Suggested readings and early research557 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 1997High frequency data in financial markets: Issues and applications411 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 2004Technical Analysis in Financial Markets372 cited
  • 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence315 cited
  • 2003Do Momentum-Based Strategies Still Work in Foreign Currency Markets?309 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
  • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited
  • 1995Fractals and Intrinsic Time - a Challenge to Econometricians258 cited
  • 2001An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks

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238 cited
  • 2003Generating trading rules on the stock markets with genetic programming233 cited
  • 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis227 cited
  • 1995Chapter 33 Empirical research on nominal exchange rates207 cited
  • 2018Improving financial trading decisions using deep Q-learning: Predicting the number of shares, action strategies, and transfer learning204 cited
  • 2003Have trading rule profits in the currency markets declined over time?202 cited