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Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test
16 references·1 citing·44 second hop
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this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2002The Statistics of Sharpe Ratios842 cited
  • 2003Predicting the Equity Premium with Dividend Ratios764 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 2013Forecasting Stock Returns634 cited
  • 2003Spurious Regressions in Financial Economics?574 cited

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  • 1994The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence391 cited
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    • 2014Technical market indicators: An overview42 cited