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How exactly do markets adapt? : evidence from the moving average rule in three developed markets
Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147
Persistent link: https://www.econbiz.de/10011475180
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International comparison of returns from conventional, industrial and 52-week high momentum strategies
Gupta, Kartick; Locke, Stuart; Scrimgeour, Frank G. - In: Journal of international financial markets, … 20 (2010) 4, pp. 423-435
Persistent link: https://www.econbiz.de/10009260247
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Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Jamali, Ibrahim; Yamani, Ehab - In: Journal of international financial markets, … 61 (2019), pp. 241-263
Persistent link: https://www.econbiz.de/10012128296
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An international capital asset pricing model with heterogeneous expectations
Koutmos, Dimitrios - In: Journal of international financial markets, … 22 (2012) 5, pp. 1176-1187
Persistent link: https://www.econbiz.de/10010220191
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Does high frequency trading affect technical analysis and market efficiency? : and if so, how?
Manahov, Viktor; Hudson, Robert; Ge̜bka, Bartosz - In: Journal of international financial markets, … 28 (2014), pp. 131-157
Persistent link: https://www.econbiz.de/10010411573
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What do we know about the popularity of technical analysis in foreign exchange markets? : A skewness preference perspective
Jin, Xiaoye - In: Journal of international financial markets, … 71 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012800068
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Forecast ranked tailored equity portfolios
Buncic, Daniel; Stern, Cord - In: Journal of international financial markets, … 63 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
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Technical analysis in cryptocurrency markets : do transaction costs and bubbles matter?
Svogun, Daniel; Bazán-Palomino, Walter - In: Journal of international financial markets, … 79 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013358720
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Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen - In: Journal of international financial markets, … 9 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
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The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay; Patterson, Gary A. - In: Journal of international financial markets, … 9 (1999) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001402116