Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk
Author:
Affiliation:
1. Leeds University Business School, University of Leeds, Leeds, UK
2. Hull University Business School, University of Hull, Hull, UK
3. ICMA Centre, Henley Business School, University of Reading, Reading, UK
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.1900888
Reference73 articles.
1. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
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3. Value and Momentum Everywhere
4. Technical trading rules and calendar anomalies — Are they the same phenomena?
5. Price Reversals, Bid-Ask Spreads, and Market Efficiency
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