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There are 2365662 results for: content related to: RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE

  1. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?

    Journal of Economic Surveys

    Volume 21, Issue 4, September 2007, Pages: 786–826, Cheol-Ho Park and Scott H. Irwin

    Article first published online : 11 JUL 2007, DOI: 10.1111/j.1467-6419.2007.00519.x

  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

    Article first published online : 5 OCT 2009, DOI: 10.1002/fut.20435

  3. 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

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

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    EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK

    The Journal of Finance

    Volume 25, Issue 2, May 1970, Pages: 383–417, Eugene F. Fama

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00518.x

  5. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  6. 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

    Article first published online : 10 MAY 2008, DOI: 10.1002/for.1068

  7. On the Use of the Moving Average Trading Rule to Test for Weak Form Efficiency in Capital Markets

    Economic Notes

    Volume 37, Issue 2, July 2008, Pages: 181–201, Alexandros E. Milionis and Evangelia Papanagiotou

    Article first published online : 25 NOV 2008, DOI: 10.1111/j.1468-0300.2008.00198.x

  8. A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index

    The Economic Journal

    Volume 115, Issue 505, July 2005, Pages: 767–797, Chris Brooks and Apostolos Katsaris

    Article first published online : 13 JUL 2005, DOI: 10.1111/j.1468-0297.2005.01019.x

  9. Forecasting and trading strategies based on a price trend model

    Journal of Forecasting

    Volume 19, Issue 6, November 2000, Pages: 485–498, Josephine W. C. Kwan, K. Lam, Mike K. P. So and Philip L. H. Yu

    Article first published online : 28 NOV 2000, DOI: 10.1002/1099-131X(200011)19:6<485::AID-FOR759>3.0.CO;2-P

  10. TRADING RULE PROFITS AND THE AUSTRALIAN DOLLAR

    Economic Papers: A journal of applied economics and policy

    Volume 25, Issue 3, September 2006, Pages: 272–283, KIM HAWTREY and JAMES NGUYEN

    Article first published online : 13 APR 2010, DOI: 10.1111/j.1759-3441.2006.tb00400.x

  11. Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory

    Journal of Applied Econometrics

    Volume 26, Issue 2, March 2011, Pages: 322–343, Orazio P. Attanasio and Monica Paiella

    Article first published online : 1 FEB 2010, DOI: 10.1002/jae.1154

  12. SHORT SALES AND MECHANICAL TRADING RULES

    Financial Review

    Volume 16, Issue 2, March 1981, Pages: 16–29, David Nawrocki

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1981.tb01623.x

  13. 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

    Article first published online : 9 MAY 2005, DOI: 10.1002/fut.20161

  14. STOCK SPLITS AND MARKET ANOMALIES

    Financial Review

    Volume 18, Issue 4, November 1983, Pages: 237–256, William D. Nichols and Bill McDonald

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1983.tb00152.x

  15. Rewards Available to Currency Futures Speculators: Compensation for Risk or Evidence of Inefficient Pricing?

    Economic Record

    Volume 68, Issue S1, December 1992, Pages: 105–116, STEPHEN J. TAYLOR

    Article first published online : 9 OCT 2008, DOI: 10.1111/j.1475-4932.1992.tb02298.x

  16. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00163

  17. Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States

    Financial Review

    Volume 43, Issue 3, August 2008, Pages: 323–335, Martin T. Bohl, Jörg Döpke and Christian Pierdzioch

    Article first published online : 8 JUL 2008, DOI: 10.1111/j.1540-6288.2008.00196.x

  18. Filter Tests In Nasdaq Stocks

    Financial Review

    Volume 34, Issue 1, February 1999, Pages: 45–70, Andrew Szakmary, Wallace N. Davidson III and Thomas V. Schwarz

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00444.x

  19. 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

    Article first published online : 5 JUL 2002, DOI: 10.1111/1468-2354.t01-2-00023

  20. Stock timing using genetic algorithms

    Applied Stochastic Models in Business and Industry

    Volume 18, Issue 2, April/June 2002, Pages: 121–134, J. Korczak and P. Roger

    Article first published online : 21 MAY 2002, DOI: 10.1002/asmb.457