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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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. The economic value of technical trading rules: a nonparametric utility-based approach

    International Journal of Finance & Economics

    Volume 10, Issue 1, January 2005, Pages: 41–62, Hans Dewachter and Marco Lyrio

    Article first published online : 2 FEB 2005, DOI: 10.1002/ijfe.256

  8. Relative Excess Returns

    Journal of Business Finance & Accounting

    Volume 25, Issue 7-8, September/October 1998, Pages: 869–892, Eric J. Levin and Robert E. Wright

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00217

  9. 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

    Article first published online : 19 AUG 2008, DOI: 10.1002/jae.1015

  10. 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

  11. 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

  12. Simple Trading Rules and the Market for Internet Stocks

    International Review of Finance

    Volume 2, Issue 4, December 2001, Pages: 247–268, Wai Mun Fong and Yat Wai Ho

    Article first published online : 17 FEB 2003, DOI: 10.1111/1468-2443.00029

  13. 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

  14. Optimal Allocation of Trend-Following Rules: An Application Case of Theoretical Results

    Applied Quantitative Methods for Trading and Investment

    Christian L. Dunis, Jason Laws, Patrick Naïm, Pages: 333–347, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470013265.ch11

  15. HOW TO MAKE MONEY IN THE BOND MARKET: INTERNATIONAL EVIDENCE OF INEFFICIENCY AND WHAT IT SUGGESTS ABOUT THE WAY MARKETS VIEW MONETARY POLICY

    The Manchester School

    Volume 63, Issue S1, September 1995, Pages: 22–39, STEPHEN WRIGHT

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1467-9957.1995.tb01446.x

  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

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

  17. Do technical trading rules generate profits? Conclusions from the intra-day foreign exchange market

    International Journal of Finance & Economics

    Volume 2, Issue 4, October 1997, Pages: 267–280, Riccardo Curcio, Charles Goodhart, Dominique Guillaume and Richard Payne

    Article first published online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-1158(199710)2:4<267::AID-JFE57>3.0.CO;2-J

  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. 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

  20. 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