A Test of Technical Analysis: Matching Time Displaced Generalized Patterns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12002/fullpdf
Reference22 articles.
1. Price Movements in Speculative Markets: Trends or Random Walks;Alexander;Industrial Management Review,1961
2. The Cross-Section of Volatility and Expected Returns;Ang;Journal of Finance,2006
3. High Idiosyncratic Volatility and Low returns: International and Further US Evidence;Ang;Journal of Financial Economics,2009
4. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns;Brock;Journal of Finance,1992
5. On Persistence in Mutual Fund Performance;Carhart;Journal of Finance,1997
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1. Machine learning applied in the stock market through the Moving Average Convergence Divergence (MACD) indicator;Investment Management and Financial Innovations;2020-11-03
2. The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory;Journal of Behavioral Finance;2016-04-02
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