A new anomaly : the cross-sectional profitability of technical analysis
Year of publication: |
2013
|
---|---|
Authors: | Han, Yufeng ; Yang, Ke ; Zhou, Guofu |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 5, p. 1433-1461
|
Subject: | Finanzanalyse | Financial analysis | Rentabilität | Profitability | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | USA | United States | 1965-2009 |
-
On the profitability of momentum strategies and optimal leverage rules
Lundström, Christian, (2020)
-
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay, (2004)
-
Understanding intraday momentum strategies
Rosa, Carlo, (2022)
- More ...
-
A New Anomaly : The Cross-Sectional Profitability of Technical Analysis
Han, Yufeng, (2012)
-
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng, (2016)
-
Gao, Lei, (2018)
- More ...