Are moving average trading rules profitable? Evidence from the European stock markets
暂无分享,去创建一个
[1] Numan Ülkü,et al. Drivers of technical trend-following rules' profitability in world stock markets , 2013 .
[2] Juri Marcucci,et al. Is the Swedish stock market efficient? Evidence from some simple trading rules☆ , 2008 .
[3] Curtis M. Arnold. Timing the Market: How to Profit in Bull and Bear Markets with Technical Analysis , 2008 .
[4] Cheolbeom Park,et al. What Do We Know About the Profitability of Technical Analysis? , 2007 .
[5] Mark P. Taylor,et al. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis , 2007 .
[6] D. Power,et al. An analysis of trading strategies in eleven European stock markets , 2005 .
[7] Chung-Ming Kuan,et al. Reexamining the Profitability of Technical Analysis with Data Snooping Checks , 2005 .
[8] Min Wu,et al. Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market , 2005 .
[9] P. Hansen. A Test for Superior Predictive Ability , 2005 .
[10] S. Mengoli,et al. On the source of contrarian and momentum strategies in the Italian equity market , 2004 .
[11] Richard J. Kish,et al. Technical trading strategies and return predictability: NYSE , 2002 .
[12] W. Fong,et al. Simple Trading Rules and the Market for Internet Stocks , 2001 .
[13] Ryan Sullivan,et al. Forecast Evaluation with Shared Data Sets , 2001 .
[14] Ian Domowitz,et al. Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time , 2001 .
[15] A. Shleifer,et al. Inefficient Markets: An Introduction to Behavioral Finance , 2002 .
[16] Kwong-C. Cheung,et al. Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997 , 2000 .
[17] H. White,et al. A Reality Check for Data Snooping , 2000 .
[18] Bertrand Maillet,et al. Further insights on the puzzle of technical analysis profitability , 2000 .
[19] Ricardo Pereira Câmara Leal,et al. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia , 1999 .
[20] H. White,et al. Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap , 1999 .
[21] Wallace N. Davidson,et al. Filter Tests in Nasdaq Stocks , 1998 .
[22] Ramazan Gençay,et al. The predictability of security returns with simple technical trading rules , 1998 .
[23] Kalok Chan,et al. Market Efficiency and the Returns to Technical Analysis , 1998 .
[24] Ramazan Gençay,et al. Optimization of technical trading strategies and the profitability in security markets , 1998 .
[25] M. Ready,et al. Profits from Technical Trading Rules , 1998 .
[26] Microstructure and Seasonality in the UK Equity Market , 1997 .
[27] Technical analysis, trading volume and market efficiency: evidence from an emerging market , 1997 .
[28] Peter J. Knez,et al. Estimating the Profits from Trading Strategies , 1996 .
[29] Robert Hudson,et al. 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 .
[30] Mahendra Raj,et al. Effectiveness of simple technical trading rules in the Hong Kong futures markets , 1996 .
[31] Kalok Chan,et al. The profitability of technical trading rules in the Asian stock markets , 1995 .
[32] T. Mills,et al. Calendar effects in the London Stock Exchange FT-SE indices , 1995 .
[33] K. West,et al. Asymptotic Inference about Predictive Ability , 1996 .
[34] Joseph P. Romano,et al. The stationary bootstrap , 1994 .
[35] Björn Hansson,et al. Testing the random walk hypothesis on Swedish stock prices: 1919–1990 , 1993 .
[36] B. LeBaron,et al. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns , 1992 .
[37] Mark P. Taylor,et al. The use of technical analysis in the foreign exchange market , 1992 .
[38] Josef Lakonishok,et al. Are Seasonal Anomalies Real? A Ninety-Year Perspective , 1988 .
[39] Scott H. Irwin,et al. A test of futures market disequilibrium using twelve different technical trading systems , 1988 .
[40] Stephen W. Pruitt,et al. The CRISMA trading system , 1988 .
[41] R. Sweeney,et al. Beating the Foreign Exchange Market , 1986 .
[42] M. C. Jensen. Some Anomalous Evidence Regarding Market Efficiency , 1978 .
[43] Arnold B. Larson,et al. Measurement of a Random Process in Futures Prices , 1976 .
[44] E. Fama. EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* , 1970 .
[45] Michael C. Jensen,et al. Random Walks and Technical Theories: Some Additional Evidence , 1970 .
[46] J. V. Horne,et al. The Random-Walk Theory: An Empirical Test , 1967 .
[47] E. Fama. The Behavior of Stock-Market Prices , 1965 .
[48] S Sidney,et al. ALEXANDER, . Price Movements in Speculative Markets: Trends or Random Walks, No. 2. Industrial Management Review, , . , 1964 .
[49] Clive W. J. Granger,et al. Spectral analysis of New York stock market prices , 1963 .
[50] B. Mandelbrot. The Variation of Certain Speculative Prices , 1963 .
[51] Martin J. Osborne,et al. Periodic Structure in the Brownian Motion of Stock Prices , 1962 .