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There are 5249 results for: content related to: WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?

  1. Data-Snooping, Technical Trading Rule Performance, and the Bootstrap

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1647–1691, Ryan Sullivan, Allan Timmermann and Halbert White

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00163

  2. A reality check on technical trading rule profits in the U.S. futures markets

    Journal of Futures Markets

    Volume 30, Issue 7, July 2010, Pages: 633–659, Cheol-Ho Park and Scott H. Irwin

    Version of Record online : 5 OCT 2009, DOI: 10.1002/fut.20435

  3. Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

    Journal of Forecasting

    Volume 36, Issue 3, April 2017, Pages: 257–272, Andrei Shynkevich

    Version of Record online : 28 JUL 2016, DOI: 10.1002/for.2436

  4. Improving moving average trading rules with boosting and statistical learning methods

    Journal of Forecasting

    Volume 27, Issue 5, August 2008, Pages: 433–449, Julián Andrada-Félix and Fernando Fernández-Rodríguez

    Version of Record online : 10 MAY 2008, DOI: 10.1002/for.1068

  5. Technical analysis and genetic programming: Constructing and testing a commodity portfolio

    Journal of Futures Markets

    Volume 25, Issue 7, July 2005, Pages: 643–660, Matthew C. Roberts

    Version of Record online : 9 MAY 2005, DOI: 10.1002/fut.20161

  6. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1731–1764, WILLIAM BROCK, JOSEF LAKONISHOK and BLAKE LeBARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  7. Trading and hedging in S&P 500 spot and futures markets using genetic programming

    Journal of Futures Markets

    Volume 20, Issue 10, November 2000, Pages: 911–942, Jun Wang

    Version of Record online : 2 NOV 2000, DOI: 10.1002/1096-9934(200011)20:10<911::AID-FUT3>3.0.CO;2-K

  8. Volume Information and the Profitability of Technical Trading

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 2, April 2014, Pages: 249–272, Yung-Ho Chang, Chia-Chung Chan and Ya-Chun Chiang

    Version of Record online : 15 MAY 2014, DOI: 10.1111/ajfs.12046

  9. Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias

    Journal of Forecasting

    Volume 35, Issue 1, January 2016, Pages: 1–12, Georgios Sermpinis, Thanos Verousis and Konstantinos Theofilatos

    Version of Record online : 23 MAR 2015, DOI: 10.1002/for.2338

  10. Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach

    Journal of Forecasting

    Volume 35, Issue 4, July 2016, Pages: 347–372, Julien Hambuckers and Cédric Heuchenne

    Version of Record online : 25 NOV 2015, DOI: 10.1002/for.2380

  11. Value versus Glamour

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 1969–1995, Jennifer Conrad, Michael Cooper and Gautam Kaul

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00594

  12. Predictability of Equity Models

    Journal of Forecasting

    Volume 34, Issue 6, September 2015, Pages: 427–440, Rodrigo Chicaroli and Pedro L. Valls Pereira

    Version of Record online : 5 MAY 2015, DOI: 10.1002/for.2343

  13. 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

  14. Moving average rules, volume and the predictability of security returns with feedforward networks

    Journal of Forecasting

    Volume 17, Issue 5-6, September - November 1998, Pages: 401–414, Ramazan Gençay and Thanasis Stengos

    Version of Record online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<401::AID-FOR704>3.0.CO;2-C

  15. A Reality Check for Data Snooping

    Econometrica

    Volume 68, Issue 5, September 2000, Pages: 1097–1126, Halbert White

    Version of Record online : 10 DEC 2003, DOI: 10.1111/1468-0262.00152

  16. Transactions data tests of efficiency: An investigation in the Singapore futures markets

    Journal of Futures Markets

    Volume 20, Issue 7, August 2000, Pages: 687–704, Mahendra Raj

    Version of Record online : 12 JUL 2000, DOI: 10.1002/1096-9934(200008)20:7<687::AID-FUT4>3.0.CO;2-4

  17. Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

    International Economic Review

    Volume 43, Issue 2, May 2002, Pages: 463–491, GenÇay Ramazan, Ballocchi Giuseppe, Dacorogna Michel, Olsen Richard and Pictet Olivier

    Version of Record online : 5 JUL 2002, DOI: 10.1111/1468-2354.t01-2-00023

  18. Technical Analysis in the Foreign Exchange Market

    Handbook of Exchange Rates

    Christopher J. Neely, Paul A. Weller, Pages: 343–373, 2012

    Published Online : 8 OCT 2012, DOI: 10.1002/9781118445785.ch12

  19. Testing Forecast Accuracy

    A Companion to Economic Forecasting

    Michael P. Clements, David F. Hendry, Pages: 284–298, 2007

    Published Online : 30 NOV 2007, DOI: 10.1002/9780470996430.ch13

  20. Jumps in cross-sectional rank and expected returns: a mixture model

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 585–606, Gloria González-Rivera, Tae-Hwy Lee and Santosh Mishra

    Version of Record online : 19 AUG 2008, DOI: 10.1002/jae.1015