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Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
7 references·16 citing·38 second hop
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Analysis: Comput…International Momentum Strategies (1998)International Momentum Strate…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Momentum Strategies (1996)Momentum StrategiesMarket Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…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…Predicting the direction of stock market prices using tree-based classifiers (2018)Predicting the direction of s…Decision-making for financial trading: A fusion approach of machine learning and portfolio selection (2018)Decision-making for financial…A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)A Deep Reinforcement Learning…Evaluating multiple classifiers for stock price direction prediction (2015)Evaluating multiple classifie…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…Forecasting Stock Returns (2013)Forecasting Stock ReturnsTechnical trading revisited: False discoveries, persistence tests, and transaction costs (2012)Technical trading revisited: …A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (2011)A New Anomaly: The Cross-Sect…The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis…Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)Econometric Measures of Syste…Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Combining multiple feature se…Technical analysis: An asset allocation perspective on the use of moving averages☆ (2009)Technical analysis: An asset …WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Fore…Structural Incoherence and Stock Market Activity (2004)Structural Incoherence and St…How rewarding is technical analysis? Evidence from Singapore stock market (2003)How rewarding is technical an…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Economic policy uncertainty and stock market volatility (2015)Short interest and aggregate stock returns (2016)Geopolitical risks and stock market dynamics of the BRICS (2018)The General Theory of Employment, Interest and Money. (1936)On Persistence in Mutual Fund Performance (1997)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)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)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Is the Risk of Bankruptcy a Systematic Risk? (1998)Replicating Anomalies (2018)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)Market Liquidity and Funding Liquidity (2008)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1998International Momentum Strategies1,813 cited
  • 1996Momentum Strategies1,275 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited

Cited by

  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 2013Forecasting Stock Returns634 cited
  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 2015Evaluating multiple classifiers for stock price direction prediction597 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 2010Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches378 cited
  • 2018Predicting the direction of stock market prices using tree-based classifiers376 cited
  • 2017

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
310 cited
  • 2010The use of technical analysis by fund managers: International evidence302 cited
  • 2009Technical analysis: An asset allocation perspective on the use of moving averages☆289 cited
  • 2018Decision-making for financial trading: A fusion approach of machine learning and portfolio selection276 cited
  • 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors274 cited
  • 2012Technical trading revisited: False discoveries, persistence tests, and transaction costs252 cited
  • 2004Structural Incoherence and Stock Market Activity239 cited
  • 2003How rewarding is technical analysis? Evidence from Singapore stock market234 cited
  • 2011A New Anomaly: The Cross-Sectional Profitability of Technical Analysis231 cited