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The profitability of technical trading rules in the Bitcoin market
16 references·16 citing·46 second hopsampled
The profitability of technical trading rules in the Bitcoin market (2019)The profitability of technical trading ru…Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Effects of the geopolitical r…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Informational efficiency of Bitcoin—An extension (2017)Informational efficiency of B…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 (1996)A note on the weak form effic…The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technica…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Machine learning techniques for stock price prediction and graphic signal recognition (2023)Machine learning techniques f…Which factors drive Bitcoin volatility: Macroeconomic, technical, or both? (2022)Which factors drive Bitcoin v…Speculation and lottery-like demand in cryptocurrency markets (2021)Speculation and lottery-like …On the intraday return curves of Bitcoin: Predictability and trading opportunities (2021)On the intraday return curves…Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature (2021)Machine Learning in Finance: …Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market (2021)Herding on Fundamental/Nonfun…Forecasting Bitcoin with technical analysis: A not-so-random forest? (2021)Forecasting Bitcoin with tech…Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Bitcoin: A safe haven asset a…Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall? (2020)Technical Analysis on the Bit…MAX Momentum in Cryptocurrency Markets (2020)MAX Momentum in Cryptocurrenc…Economic policy uncertainty and cryptocurrency volatility (2020)Economic policy uncertainty a…Does Twitter Happiness Sentiment predict cryptocurrency? (2020)Does Twitter Happiness Sentim…A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices (2020)A complete empirical ensemble…The relationship between the economic policy uncertainty and the cryptocurrency market (2019)The relationship between the …Technical trading rules in the cryptocurrency market (2019)Technical trading rules in th…Intraday efficiency-frequency nexus in the cryptocurrency markets (2019)Intraday efficiency-frequency…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)The Behavior of Stock-Market Prices (1965)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)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Oil prices, US stock return, and the dependence between their quantiles (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Measuring Economic Policy Uncertainty* (2016)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Forecasting Stock Returns (2013)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Short interest and aggregate stock returns (2016)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Deep learning-based feature engineering for stock price movement prediction (2018)Financial time series forecasting with multi-modality graph neural network (2021)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)
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References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio946 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • 2017Informational efficiency of Bitcoin—An extension365 cited
  • 1995The profitability of technical trading rules in the Asian stock markets

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324 cited
  • 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994296 cited
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    • 2019Technical trading rules in the cryptocurrency market97 cited
    • 2022Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?91 cited
    • 2019Intraday efficiency-frequency nexus in the cryptocurrency markets75 cited
    • 2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices73 cited
    • 2021Forecasting Bitcoin with technical analysis: A not-so-random forest?66 cited
    • 2020MAX Momentum in Cryptocurrency Markets59 cited
    • 2020Does Twitter Happiness Sentiment predict cryptocurrency?57 cited
    • 2023Machine learning techniques for stock price prediction and graphic signal recognition52 cited
    • 2021Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature49 cited
    • 2021Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market41 cited
    • 2021On the intraday return curves of Bitcoin: Predictability and trading opportunities37 cited
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