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(Re‐)Imag(in)ing Price Trends
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(Re‐)Imag(in)ing Price Trends (2023)(Re‐)Imag(in)ing Price TrendsEmpirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)CNNpred: CNN-based stock mark…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…Market Expectations in the Cross‐Section of Present Values (2013)Market Expectations in the Cr…Chapter 15 Anomalies and market efficiency (2003)Chapter 15 Anomalies and mark…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Market 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…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Trade and the Revelation of Information through Prices and Direct Disclosure (1989)Trade and the Revelation of I…On Technical Analysis (1989)On Technical AnalysisDividend yields and expected stock returns (1988)Dividend yields and expected …The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …Deep Learning Statistical Arbitrage (2025)Deep Learning Statistical Arb…A Trend Factor for the Cross Section of Cryptocurrency Returns (2025)A Trend Factor for the Cross …Effects of price path shapes and decision frames on emotions and investment decisions: Experimental evidence (2024)Effects of price path shapes …Deep Learning in Characteristics-Sorted Factor Models (2023)Deep Learning in Characterist…Context-Based Interpretation of Financial Information (2023)Context-Based Interpretation …Bloated Disclosures: Can ChatGPT Help Investors Process Information? (2023)Bloated Disclosures: Can Chat…Recent Advances in Reinforcement Learning in Finance (2021)Recent Advances in Reinforcem…Maximizing the Sharpe Ratio: A Genetic Programming Approach (2020)Maximizing the Sharpe Ratio: …Machine Learning for Realised Volatility Forecasting (2020)Machine Learning for Realised…Deep Learning Factor Alpha (2018)Deep Learning Factor AlphaOn 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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)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)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Econometrics of Financial Markets (1997)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Judgment under Uncertainty: Heuristics and Biases (1974)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)A five-factor asset pricing model (2014)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 2019CNNpred: CNN-based stock market prediction using a diverse set of variables643 cited
  • 2013Market Expectations in the Cross‐Section of Present Values573 cited

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  • 2003Chapter 15 Anomalies and market efficiency503 cited
  • 1989On Technical Analysis499 cited
  • 1989Trade and the Revelation of Information through Prices and Direct Disclosure422 cited
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    • 2018Deep Learning Factor Alpha24 cited
    • 2020Maximizing the Sharpe Ratio: A Genetic Programming Approach24 cited
    • 2023Context-Based Interpretation of Financial Information23 cited
    • 2024Effects of price path shapes and decision frames on emotions and investment decisions: Experimental evidence2 cited