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 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 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 …
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 …
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 …
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 …
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 …
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
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 …
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 …
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 …
markets, giving special emphasis to emerging economies, and explores the link between …