The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets-Reference-Cited by-同舟云学术

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The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets

Published:2009-09 Issue:5 Volume:20 Page:580-591
ISSN:1049-0078
Container-title:Journal of Asian Economics
language:en
Short-container-title:Journal of Asian Economics

Author:

Chen Cheng-Wei,Huang Chin-Sheng,Lai Hung-Wei

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. Price movements in speculative markets: Trends or random walk no 2?;Alexander;Industrial Management Review,1964

2. The profitability of technical trading rules in the Asian stock markets;Bessembinder;Pacific-Basin Financial Journal,1995

3. Noise;Black;Journal of Finance,1986

4. Market statistics and technical analysis: The role of volume;Blume;Journal of Finance,1994

5. Simple technical trading rules and the stochastic properties of stock returns;Brock;Journal of Finance,1992

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