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There are 105085 results for: content related to: Confidence and Investors' Reliance on Disciplined Trading Strategies

  1. An Examination of Dynamic Trading Stategies in UK and US Stock Returns

    Journal of Business Finance & Accounting

    Volume 38, Issue 9-10, November/December 2011, Pages: 1290–1310, Jonathan Fletcher

    Version of Record online : 29 SEP 2011, DOI: 10.1111/j.1468-5957.2011.02257.x

  2. Disclosure “Bunching”

    Journal of Accounting Research

    Volume 48, Issue 3, June 2010, Pages: 489–530, RONALD A. DYE

    Version of Record online : 28 JAN 2010, DOI: 10.1111/j.1475-679X.2010.00375.x

  3. Analysts' forecast error: a robust prediction model and its short-term trading profitability

    Accounting & Finance

    Volume 55, Issue 3, September 2015, Pages: 683–715, Kris Boudt, Peter de Goeij, James Thewissen and Geert Van Campenhout

    Version of Record online : 28 MAR 2014, DOI: 10.1111/acfi.12076

  4. Trend-Following Trading Strategies in U.S. Stocks: A Revisit

    Financial Review

    Volume 50, Issue 2, May 2015, Pages: 221–255, Andrew C. Szakmary and M. Carol Lancaster

    Version of Record online : 5 APR 2015, DOI: 10.1111/fire.12065

  5. Mutual Fund Performance: Measurement and Evidence

    Financial Markets, Institutions & Instruments

    Volume 19, Issue 2, May 2010, Pages: 95–187, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1468-0416.2010.00156.x

  6. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 979–1007, M. Imtiaz Mazumder, Edward M. Miller and Oscar A. Varela

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1468-5957.2010.02191.x

  7. MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS

    Mathematical Finance

    Volume 20, Issue 2, April 2010, Pages: 187–227, Julien Hugonnier and Ron Kaniel

    Version of Record online : 23 MAR 2010, DOI: 10.1111/j.1467-9965.2010.00395.x

  8. Fundamental Trading Strategy: The Leveraged Carry Trade

    Day Trading and Swing Trading the Currency Market: Technical and Fundamental Strategies to Profit from Market Moves, Third Edition

    Kathy Lien, Pages: 153–160, 2015

    Published Online : 8 DEC 2015, DOI: 10.1002/9781119212997.ch18

  9. The Fair Value of Cash Flow Hedges, Future Profitability, and Stock Returns

    Contemporary Accounting Research

    Volume 32, Issue 1, Spring 2015, Pages: 243–279, John L. Campbell

    Version of Record online : 29 SEP 2014, DOI: 10.1111/1911-3846.12069

  10. On Trading Strategies

    The Evaluation And Optimization Of Trading Strategies, Second Edition

    Robert Pardo, Pages: 5–15, 2015

    Published Online : 25 SEP 2015, DOI: 10.1002/9781119196969.ch1

  11. Robust anomalies? A close look at accrual-based trading strategy returns

    Accounting & Finance

    Volume 52, Issue 2, June 2012, Pages: 573–603, Stephen Taylor and Leon Wong

    Version of Record online : 14 MAR 2011, DOI: 10.1111/j.1467-629X.2011.00408.x

  12. Double Big MAC-D: Difficulty Level: Intermediate/Advanced

    The Online Trading Cookbook

    Alpesh B. Patel, Paresh H. Kiri, Pages: 135–147, 2015

    Published Online : 2 OCT 2015, DOI: 10.1002/9781119209201.ch16

  13. Risk arbitrage opportunities in petroleum futures spreads

    Journal of Futures Markets

    Volume 19, Issue 8, December 1999, Pages: 931–955, Paul Berhanu Girma and Albert S. Paulson

    Version of Record online : 29 NOV 1999, DOI: 10.1002/(SICI)1096-9934(199912)19:8<931::AID-FUT5>3.0.CO;2-L

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    About the Website

    17 Proven Currency Trading Strategies: How to Profit in the Forex Market

    Mario Singh, Page: 243, 2015

    Published Online : 26 SEP 2015, DOI: 10.1002/9781119198994.oth1

  15. You have free access to this content
    About Winning Edge Trading Strategies

    Winning Edge Trading: Successful and Profitable Short- and Long-Term Trading Systems and Strategies

    Ned Gandevani, Pages: 207–211, 2015

    Published Online : 12 SEP 2015, DOI: 10.1002/9781119204336.app2

  16. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  17. Performance of Pairs Trading Strategy in the U.S. REIT Market

    Real Estate Economics

    Volume 39, Issue 3, Fall 2011, Pages: 409–428, Masaki Mori and Alan J. Ziobrowski

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1540-6229.2010.00302.x

  18. You have free access to this content
    Front Matter

    The Evaluation And Optimization Of Trading Strategies, Second Edition

    Robert Pardo, Pages: i–xxx, 2015

    Published Online : 25 SEP 2015, DOI: 10.1002/9781119196969.fmatter

  19. Toward A Convergence Theory For Continuous Stochastic Securities Market Models

    Mathematical Finance

    Volume 1, Issue 1, January 1991, Pages: 55–59, Walter Willinger and Murad S. Taqqu

    Version of Record online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1991.tb00004.x

  20. Anchoring and Probability Weighting in Option Prices

    Journal of Futures Markets

    Volume 37, Issue 6, June 2017, Pages: 614–638, R. Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Kevin Krieger

    Version of Record online : 2 FEB 2017, DOI: 10.1002/fut.21833