Author:
Filippou Ilias,Hsu Po-Hsuan,Ma Tren,Sermpinis Georgios,Taylor Mark P.
Reference34 articles.
1. Charts, noise and fundamentals in the london foreign exchange market;H Allen;The Economic Journal,1990
2. Technical trading revisited: False discoveries, persistence tests, and transaction costs;P Bajgrowicz;Journal of Financial Economics,2012
3. False discoveries in mutual fund performance: Measuring luck in estimated alphas;L Barras;The Journal of Finance,2010
4. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Y Benjamini;Journal of the Royal Statistical Society: Series B (Methodological),1995
5. Carry Trade and Momentum in Currency Markets