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Re-examining the profitability of technical analysis with white's reality check

Hsu, Po-hsuan (contributor); Kuan, Chung-ming (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001931486

Testing for central dominance : method and application

Chuang, O-Chia; Kuan, Chung-ming; Tzeng, Larry Y. - In: Journal of econometrics 196 (2017) 2, pp. 368-378

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The importance of hedging currency risk : evidence from CNY and CNH

Du, Jiangze; Wang, Jying-Nan; Hsu, Yuan-Teng; Lai, Kin Keung - In: Economic modelling 75 (2018), pp. 81-92

Persistent link: https://www.econbiz.de/10012101393

Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?

Wang, Jying-Nan; Chen, Lu-Jui; Liu, Hung-Chun; Hsu, … - In: International journal of economics and finance 8 (2016) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10011422541

The relation between bond fund investor flows and volatility

Lee, Joe-Ming; Chen, Ku-Hsieh; Wang, Jying-Nan - In: The Singapore economic review : journal of the Economic … 61 (2016) 5, pp. 1-13

Persistent link: https://www.econbiz.de/10011616916

Re-Examining the Profitability of Technical Analysis with White's Reality Check and Hansen's Spa Test

Hsu, Po-Hsuan; Kuan, Chung-Ming - 2007

In this paper, we re-examine the profitability of technical analysis using White's Reality Check and Hansen's SPA test that correct the data snooping bias. Comparing to previous studies, we study a more complete universe of trading techniques, including not only simple rules but also investor's...

Persistent link: https://www.econbiz.de/10014066316