-
1
-
-
0000659363
-
The use of technical analysis in the foreign exchange market
-
10.1016/0261-5606(92)90048-3
-
Allen H, Taylor MP (1992) The use of technical analysis in the foreign exchange market. J Int Money Financ 11:304-314 10.1016/ 0261-5606(92)90048-3
-
(1992)
J Int Money Financ
, vol.11
, pp. 304-314
-
-
Allen, H.1
Taylor, M.P.2
-
2
-
-
31044452548
-
Technical analysis in the Madrid stock exchange
-
Foundation for Applied Economic Research (FEDEA) Working Paper, No. 99-05
-
Andrada-Felix J, Fernandez-Rodriguez F, Sosvilla-Rivero S (1995) Technical analysis in the Madrid stock exchange, Foundation for Applied Economic Research (FEDEA) Working Paper, No. 99-05
-
(1995)
-
-
Andrada-Felix, J.1
Fernandez-Rodriguez, F.2
Sosvilla-Rivero, S.3
-
3
-
-
31044439858
-
L'analyse technique: Pratiques et méthodes
-
gestion
-
Béchu T, Bertrand E (1999) L'analyse technique: Pratiques et méthodes, Economica, gestion
-
(1999)
Economica
-
-
Béchu, T.1
Bertrand, E.2
-
4
-
-
84993865825
-
Market statistics and technical analysis: The role of volume
-
Blume L, Easley D, O'Hara M (1994) Market statistics and technical analysis: The role of volume. J Finance 49(1):153-181
-
(1994)
J Finance
, vol.49
, Issue.1
, pp. 153-181
-
-
Blume, L.1
Easley, D.2
O'Hara, M.3
-
5
-
-
84977707376
-
Simple technical trading rules and the stochastic properties of stock returns
-
Brock W, Lakonishok J, LeBaron B (1992) Simple technical trading rules and the stochastic properties of stock returns. J Finance 47:1731-1764
-
(1992)
J Finance
, vol.47
, pp. 1731-1764
-
-
Brock, W.1
Lakonishok, J.2
LeBaron, B.3
-
6
-
-
0000514630
-
Methodical madness: Technical analysis and the irrationality of exchange-rate forecasts
-
10.1111/1468-0297.00466
-
Chang PHK, Osler CL (1999) Methodical madness: Technical analysis and the irrationality of exchange-rate forecasts. Econ J 109:636-661 10.1111/ 1468-0297.00466
-
(1999)
Econ J
, vol.109
, pp. 636-661
-
-
Chang, P.H.K.1
Osler, C.L.2
-
7
-
-
0042532767
-
Foreign exchange traders in Hong Kong, Tokyo and Singapore: A survey study
-
Cheung Y-W, Wong CY-P (1999) Foreign exchange traders in Hong Kong, Tokyo and Singapore: A survey study. Adv Pac Basin Financ Mark 5:111-134
-
(1999)
Adv Pac Basin Financ Mark
, vol.5
, pp. 111-134
-
-
Cheung, Y.-W.1
Wong, C.Y.-P.2
-
8
-
-
31044441116
-
Evidence on the speed of Convergence to Market Efficiency
-
UCLA Working paper
-
Chordia T, Roll R, Subrahmanyam A (2002) Evidence on the speed of Convergence to Market Efficiency, UCLA Working paper
-
(2002)
-
-
Chordia, T.1
Roll, R.2
Subrahmanyam, A.3
-
9
-
-
0000506834
-
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
-
Dacorogna MM, Müller UA, Nagler RJ, Olsen RB, Pictet OV (1993) A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. J Int Money Financ 12:413-438
-
(1993)
J Int Money Financ
, vol.12
, pp. 413-438
-
-
Dacorogna, M.M.1
Müller, U.A.2
Nagler, R.J.3
Olsen, R.B.4
Pictet, O.V.5
-
10
-
-
0035153333
-
Effective return, risk aversion and drawdowns
-
Dacorogna M, Gençay R, Müller UA, Pictet OV (2001a) Effective return, risk aversion and drawdowns. Physica A 289:229-248
-
(2001)
Physica A
, vol.289
, pp. 229-248
-
-
Dacorogna, M.1
Gençay, R.2
Müller, U.A.3
Pictet, O.V.4
-
11
-
-
0003856552
-
An introduction to high frequency finance
-
Academic
-
Dacorogna M, Gençay R, Müller UA, Olsen RB, Pictet OV (2001b) An introduction to high frequency finance, Academic
-
(2001)
-
-
Dacorogna, M.1
Gençay, R.2
Müller, U.A.3
Olsen, R.B.4
Pictet, O.V.5
-
12
-
-
0036199559
-
Real trading patterns and prices in the spot foreign exchange markets
-
10.1016/S0261-5606(01)00043-2
-
Danielsson J, Payne R (2002) Real trading patterns and prices in the spot foreign exchange markets. J Int Money Financ 21:203-222 10.1016/ S0261-5606(01)00043-2
-
(2002)
J Int Money Financ
, vol.21
, pp. 203-222
-
-
Danielsson, J.1
Payne, R.2
-
13
-
-
31044442872
-
Can technical pattern trading be profitably automated?
-
1. Channel, Centre for Financial Research, Judge Institute of Management Studies, University of Cambridge, working paper
-
Dempster MAH, Jones CM (1998a) Can technical pattern trading be profitably automated? 1. Channel, Centre for Financial Research, Judge Institute of Management Studies, University of Cambridge, working paper
-
(1998)
-
-
Dempster, M.A.H.1
Jones, C.M.2
-
14
-
-
31044442872
-
Can technical pattern trading be profitably automated?
-
2. The head & shoulders, Centre for Financial Research, Judge Institute of Management Studies, University of Cambridge, working paper
-
Dempster MAH., Jones CM (1998b) Can technical pattern trading be profitably automated? 2. The head & shoulders, Centre for Financial Research, Judge Institute of Management Studies, University of Cambridge, working paper
-
(1998)
-
-
Dempster, M.A.H.1
Jones, C.M.2
-
15
-
-
23444432273
-
Other evidences of the predictive power of technical analysis: The moving averages rules on European indexes
-
EFMA 2001 Lugano Meetings
-
Detry PJ (2001) Other evidences of the predictive power of technical analysis: The moving averages rules on European indexes, EFMA 2001 Lugano Meetings
-
(2001)
-
-
Detry, P.J.1
-
16
-
-
0002029932
-
Analysis of short-run exchange rate behavior: March 1973 to 1981. Floating exchange rates and the state of world trade and payments
-
Dooley M, Shafer J (1984) Analysis of short-run exchange rate behavior: March 1973 to 1981. Floating exchange rates and the state of world trade and payments, 43-70
-
(1984)
, pp. 43-70
-
-
Dooley, M.1
Shafer, J.2
-
17
-
-
0036190682
-
Towards the fundamentals of technical analysis: Analysing the information content of high, low and close prices
-
10.1016/S0264-9993(01)00067-0
-
Fiess N, MacDonald R (2002) Towards the fundamentals of technical analysis: Analysing the information content of high, low and close prices. Econ Model 19:353-374 10.1016/S0264-9993(01)00067-0
-
(2002)
Econ Model
, vol.19
, pp. 353-374
-
-
Fiess, N.1
MacDonald, R.2
-
18
-
-
17444450744
-
The predictability of security returns with simple technical trading rules
-
10.1016/S0927-5398(97)00022-4
-
Gençay R (1998) The predictability of security returns with simple technical trading rules. J Empir Finance 5:347-359 10.1016/ S0927-5398(97)00022-4
-
(1998)
J Empir Finance
, vol.5
, pp. 347-359
-
-
Gençay, R.1
-
19
-
-
0002406475
-
Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules
-
10.1016/S0022-1996(98)00017-8
-
Gençay R (1999) Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules. J Int Econ 47:91-107 10.1016/S0022-1996(98)00017-8
-
(1999)
J Int Econ
, vol.47
, pp. 91-107
-
-
Gençay, R.1
-
20
-
-
0012531171
-
Technical trading rules and the size of the risk premium in security returns
-
Gençay R, Stengos T (1997) Technical trading rules and the size of the risk premium in security returns. Stud Nonlinear Dyn Econ 2:23-34
-
(1997)
Stud Nonlinear Dyn Econ
, vol.2
, pp. 23-34
-
-
Gençay, R.1
Stengos, T.2
-
21
-
-
0036049104
-
Real-time trading models and the statistical properties of foreign exchange rates
-
Gençay R, Ballocchi G, Dacorogna M, Olsen R, Pictet OV (2002) Real-time trading models and the statistical properties of foreign exchange rates. Int Econ Rev 43:463-491
-
(2002)
Int Econ Rev
, vol.43
, pp. 463-491
-
-
Gençay, R.1
Ballocchi, G.2
Dacorogna, M.3
Olsen, R.4
Pictet, O.V.5
-
22
-
-
0037383909
-
Foreign exchange trading models and market behavior
-
10.1016/S0165-1889(02)00049-0
-
Gençay R, Dacorogna M, Olsen R, Pictet OV (2003) Foreign exchange trading models and market behavior. J Econ Dyn Control 27:909-935 10.1016/S0165-1889(02)00049-0
-
(2003)
J Econ Dyn Control
, vol.27
, pp. 909-935
-
-
Gençay, R.1
Dacorogna, M.2
Olsen, R.3
Pictet, O.V.4
-
23
-
-
0001529858
-
Random walks and technical theories: Some additional evidence
-
Jensen MC (1970) Random walks and technical theories: Some additional evidence. J Finance 25(2):469-482
-
(1970)
J Finance
, vol.25
, Issue.2
, pp. 469-482
-
-
Jensen, M.C.1
-
24
-
-
0032703962
-
Technical trading rule profitability and foreign exchange intervention
-
10.1016/S0022-1996(98)00061-0
-
LeBaron B (1999) Technical trading rule profitability and foreign exchange intervention. J Int Econ 49:125-143 10.1016/ S0022-1996(98)00061-0
-
(1999)
J Int Econ
, vol.49
, pp. 125-143
-
-
LeBaron, B.1
-
25
-
-
0041776665
-
The significance of the trading-rule profits in the foreign exchange market: A bootstrap approach
-
Levich RM, Thomas LR (1993) The significance of the trading-rule profits in the foreign exchange market: A bootstrap approach. J Int Money Financ 12:1705-1765
-
(1993)
J Int Money Financ
, vol.12
, pp. 1705-1765
-
-
Levich, R.M.1
Thomas, L.R.2
-
26
-
-
4344578685
-
The predictive significance of five-point patterns
-
Levy RA (1971) The predictive significance of five-point patterns. J Bus 41:316-323
-
(1971)
J Bus
, vol.41
, pp. 316-323
-
-
Levy, R.A.1
-
27
-
-
0005650578
-
Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation
-
10.1111/0022-1082.00265
-
Lo AW, Mamaysky H, Wang J (2000) Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation. J Finance 56:1705-1765 10.1111/0022-1082.00265
-
(2000)
J Finance
, vol.56
, pp. 1705-1765
-
-
Lo, A.W.1
Mamaysky, H.2
Wang, J.3
-
28
-
-
0032090855
-
The Use of Fundamental and Technical Analyses by Foreign Exchange Dealers: Hong Kong Evidence
-
10.1016/S0261-5606(98)00011-4
-
Lui YH, Mole D (1998) The Use of Fundamental and Technical Analyses by Foreign Exchange Dealers: Hong Kong Evidence. J Int Money Financ 17:535-545 10.1016/S0261-5606(98)00011-4
-
(1998)
J Int Money Financ
, vol.17
, pp. 535-545
-
-
Lui, Y.H.1
Mole, D.2
-
29
-
-
0003579637
-
The microstructure approach to exchange rates
-
MIT
-
Lyons RK (2001) The microstructure approach to exchange rates. MIT
-
(2001)
-
-
Lyons, R.K.1
-
30
-
-
0032089257
-
The noise trading approach - Questionnaire evidence from foreign exchange
-
10.1016/S0261-5606(98)00016-3
-
Menkhoff L (1998) The noise trading approach - questionnaire evidence from foreign exchange. J Int Money Financ 17:547-564 10.1016/ S0261-5606(98)00016-3
-
(1998)
J Int Money Financ
, vol.17
, pp. 547-564
-
-
Menkhoff, L.1
-
31
-
-
0004314120
-
Technical analysis of the financial markets
-
New York Institute of Finance
-
Murphy JJ (1999) Technical analysis of the financial markets, New York Institute of Finance
-
(1999)
-
-
Murphy, J.J.1
-
32
-
-
0002492940
-
Technical analysis in the foreign exchange market: A layman's guide
-
Federal Reserve Bank of Saint Louis Working Paper
-
Neely CJ (1999) Technical analysis in the foreign exchange market: A layman's guide, Federal Reserve Bank of Saint Louis Working Paper
-
(1999)
-
-
Neely, C.J.1
-
33
-
-
0037375935
-
Intraday technical trading in the foreign exchange market
-
10.1016/S0261-5606(02)00101-8
-
Neely CJ, Weller PA (2003) Intraday technical trading in the foreign exchange market. J Int Money Financ 22(2):223-237 10.1016/ S0261-5606(02)00101-8
-
(2003)
J Int Money Financ
, vol.22
, Issue.2
, pp. 223-237
-
-
Neely, C.J.1
Weller, P.A.2
-
34
-
-
0031328861
-
Is technical analysis in the foreign exchange market profitable? A genetic programming approach
-
Neely CJ, Weller PA, Dittmar R (1997) Is technical analysis in the foreign exchange market profitable? A genetic programming approach. J Financ Quant Anal 32(4):405-426
-
(1997)
J Financ Quant Anal
, vol.32
, Issue.4
, pp. 405-426
-
-
Neely, C.J.1
Weller, P.A.2
Dittmar, R.3
-
35
-
-
0013386575
-
Identifying noise traders: The head-and-shoulders pattern in U.S. equities
-
Federal Reserve Bank of New York Working Paper
-
Osler CL (1998) Identifying noise traders: The head-and-shoulders pattern in U.S. equities, Federal Reserve Bank of New York Working Paper
-
(1998)
-
-
Osler, C.L.1
-
36
-
-
0003125815
-
Support for resistance: Technical analysis and intraday exchange rates
-
Federal Reserve Bank of New York Working Paper
-
Osler C (2000) Support for resistance: Technical analysis and intraday exchange rates, Federal Reserve Bank of New York Working Paper
-
(2000)
-
-
Osler, C.1
-
37
-
-
0345856434
-
Eliott waves principle
-
New classics library
-
Prost AJ, Prechter R (1985) Eliott waves principle, New classics library
-
(1985)
-
-
Prost, A.J.1
Prechter, R.2
-
38
-
-
0005659928
-
Profits from technical trading rules
-
Working Paper, University of Wisconsin-Madison
-
Ready MJ (1997) Profits from technical trading rules, Working Paper, University of Wisconsin-Madison
-
(1997)
-
-
Ready, M.J.1
-
39
-
-
0003443397
-
Density estimation for statistics and data analysis
-
Chapman and hall
-
Silverman BW (1986) Density estimation for statistics and data analysis. Chapman and hall
-
(1986)
-
-
Silverman, B.W.1
-
40
-
-
0000935002
-
Beating the foreign exchange market
-
Sweeney RJ (1986) Beating the foreign exchange market. J Finance 41:304-314
-
(1986)
J Finance
, vol.41
, pp. 304-314
-
-
Sweeney, R.J.1
|