What do we know about the profitability of technical analysis?

CH Park, SH Irwin - Journal of Economic surveys, 2007 - Wiley Online Library
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 profitability of technical analysis: A review

CH Park, SH Irwin - 2004 - papers.ssrn.com
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 …

The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits

CJ Neely - Journal of International Economics, 2002 - Elsevier
This paper characterizes the temporal pattern of trading rule returns and official intervention
for Australian, German, Swiss and US data to investigate whether intervention generates …

Central bank intervention and trading rule profits in foreign exchange markets

AC Szakmary, I Mathur - Journal of International Money and Finance, 1997 - Elsevier
Moving average trading rules are utilized in both futures and spot foreign currency markets
to show that significant, positive profits can be earned in four of five currencies examined …

[图书][B] Profit-making speculation in foreign exchange markets

P Surajaras, RJ Sweeney, R Burdekin - 2019 - books.google.com
Technical analysis is not supposed consistently to beat financial markets. In this book,
however, Professors Surajaras and Sweeney seek to establish that carefully chosen rules …

Not quite as advertised: Canada's managed float in the 1950s and Bank of Canada intervention

PL Siklos - European Review of Economic History, 2009 - cambridge.org
Canada has perhaps the longest track record of adhering to a floating exchange rate
regime, but it may well also have been the first country to adopt a managed float during the …

Can retail investors beat the market by using technical trading rules? Evidence from the Nordic countries

J Vaala - 2021 - aaltodoc.aalto.fi
This thesis examines the performance of three simple technical trading rules in Nordic
countries: Variable-length simple moving average (V-SMA), Fixed-length simple moving …

[引用][C] The microstructure approach to exchange rate in India: Evidence from technical trading

R Ranjan, S Dhal, B Singh - 2008 - rbidocs.rbi.org.in
Convincing explanation on what drives the short run movement in exchange rate has eluded
academic and policy research in the past two decades. Conventional models of exchange …

[图书][B] The profitability of technical trading rules in United States futures markets

CH Park - 2005 - search.proquest.com
Numerous empirical studies have investigated the profitability of technical trading rules in
financial markets, and many found positive profits. Despite positive evidence about …

[图书][B] Trading rule profitability and official intervention in foreign exchange markets of emerging economies

LG Garcia - 2002 - search.proquest.com
The dissertation studies the profitability of technical trading rules in foreign exchange
markets, giving special emphasis to emerging economies, and explores the link between …