The purpose of this research is to determine whether accounting faculty's intuition is a better predictor of a student's success on professional accounting exams than a student's GPA. In addition to GPA and intuition, this research investigates the predictive ability of four other factors: 1)...

This paper compares a trending approach to the filter trading rule against a contrarian approach. It is found that, after adjusting for transaction costs, the contrarian approach consistently outperforms the trending approach, and is able to earn returns in excess of the buy-and-hold trading...

This paper investigates the multiscale (frequency-dependent) relationship between technical trading profitability and feedback trading effects in the Canada/U.S. dollar foreign exchange market. The results suggest weak evidence that technical trading activities of financial and non-financial...

This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January-May 2020 time period on a high-frequency data set at five-minute intervals....

This paper examines the effectiveness of nine technical trading rules on the Samp;P 500 from January 1950 to March 2008 (14,646 daily observations). The annualized returns from each trading rule are compared to a naiuml;ve buy-and-hold strategy to determine profitability. Over the 59 year...

This article explores the profitability of technical trading rules around the COVID-19 pandemic market meltdown for the S&P 500 index, Bitcoin, Comex gold spot, crude oil WTI, and the VIX. Trading rule profits are estimated from January to May 2020, including three sub-periods, on a...

The purpose of this paper is to provide new insights into the relationship between technical analysis and implied market volatility (VIX) by calculating technical trading rules with the VIX price data, as opposed to the stock prices. Three trending trading rule signals are calculated on the...