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Volumn 27, Issue 2, 1998, Pages 5-17

Market efficiency and the returns to technical analysis

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032216961     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.2307/3666289     Document Type: Article
Times cited : (208)

References (23)
  • 1
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  • 2
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    • Market statistics and technical analysis: The role of volume
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  • 3
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  • 5
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    • April
    • Chan, L. and J. Lakonishok, 1993, "Institutional Trades and Intraday Stock Price Behavior," Journal of Financial Economics (April), 173-199.
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    • Chan, L.1    Lakonishok, J.2
  • 7
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    • Fama, E. and K. French, 1988, "Dividend Yields and Expected Stock Returns," Journal of Financial Economics (October), 3-26.
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  • 8
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  • 9
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    • Spring
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  • 10
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    • The degree of inefficiency in the football betting market
    • December
    • Golec, J. and M. Tamarkin, 1991, "The Degree of Inefficiency in the Football Betting Market," Journal of Financial Economics (December), 311-323.
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  • 11
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    • Testing market efficiency: Evidence from the NFL sports betting market
    • September
    • Gray, P. and S. Gray, 1997, "Testing Market Efficiency: Evidence from the NFL Sports Betting Market," Journal of Finance (September), 1725-1736.
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  • 12
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    • June
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  • 13
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    • On the predictability of stock returns: An asset allocation perspective
    • June
    • Kandel, S. and R. Stambaugh, 1996, "On the Predictability of Stock Returns: An Asset Allocation Perspective," Journal of Finance (June), 385-424.
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  • 14
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    • Estimating the profits from trading strategies
    • Winter
    • Knez, P. and M. Ready, 1996, "Estimating the Profits from Trading Strategies," Review of Financial Studies (Winter), 1121-1164.
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  • 16
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    • Is technical analysis in the foreign exchange market profitable? a genetic programming approach
    • December
    • Neely, C., P. Weller, and R. Dittmar, 1997, "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis (December), 405-426.
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  • 18
  • 19
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  • 20
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    • Implications of capital markets research for corporate finance
    • Spring
    • Shanken, J. and C. Smith, 1997, "Implications of Capital Markets Research for Corporate Finance," Financial Management (Spring), 98-104.
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    • Shanken, J.1    Smith, C.2
  • 22
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  • 23
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.