The purpose of this paper is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups,'early'and 'modern'studies, according …

The purpose of this report is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups," early" and" modern" studies …

We find consistent value and momentum return premia across eight diverse markets and
asset classes, and a strong common factor structure among their returns. Value and …

Academic research relies extensively on macroeconomic variables to forecast the US equity
risk premium, with relatively little attention paid to the technical indicators widely employed …

We develop the hypothesis that geopolitical risk predicts exchange rate returns. Using data
on 17 countries, we demonstrate that the information content embedded in geopolitical risk …

This book is an ambitious effort by three well-known and well-respected scholars to fill an
acknowledged void in the literature—a text covering the burgeoning field of empirical …

Amongmanyexcitingdevelopmentsinstatistic…, nonlineartimeseriesanddata-
analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In …

There has been much debate about whether returns on financial assets, such as stock
returns or commodity returns, are predictable; however, few studies have investigated …

Our paper assesses progress made by the profession in understanding whether and how
exchange rate intervention works. We review theory and evidence on official intervention …

This paper documents significant momentum in a comprehensive sample of 81,491 US
corporate bonds with both transaction and dealer-quote data from 1973 to 2011. Momentum …