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Trend definition or holding strategy : what determines the profitability of candlestick charting?
Lu, Tsung-Hsun; Chen, Yi-Chi; Hsu, Yu-Chin - In: Journal of banking & finance 61 (2015), pp. 172-183
Persistent link: https://www.econbiz.de/10011545174
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Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?
Lu, Tsung-Hsun; Chen, Yi-Chi; Hsu, Yu-Chin - Institute of Economics, Academia Sinica - 2014
We ask what determines the profitability of candlestick patterns. Is it the definition of trend and/or the holding strategy that one uses in candlestick charting analysis? To answer this, we conduct a systematic investigation by considering three definitions of trend and four holding strategies....
Persistent link: https://www.econbiz.de/10010929131
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Consistent tests for conditional treatment effects
Hsu, Yu-Chin - 2013
Persistent link: https://www.econbiz.de/10009778555
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Consistent tests for conditional treatment effects
Hsu, Yu-Chin - In: The econometrics journal 20 (2017) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011719929
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Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
Hsu, Yu-Chin; Huber, Martin; Lai, Tsung-Chih - In: Journal of econometric methods 8 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012022995
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Inverse propensity score weighted estimation of local average treatment effects and a test of the unconfoundedness assumption
Donald, Stephen G.; Hsu, Yu-Chin; Lieli, Robert P. - 2012
Persistent link: https://www.econbiz.de/10011622413
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Estimating conditional average treatment effects
Abrevaya, Jason; Hsu, Yu-Chin; Lieli, Robert P. - 2012
Persistent link: https://www.econbiz.de/10011622500
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Consistent tests for poverty dominance relations
Barrett, Garry F.; Donald, Stephen G.; Hsu, Yu-Chin - In: Journal of econometrics 191 (2016) 2, pp. 360-373
Persistent link: https://www.econbiz.de/10011610579
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Improving the power of tests of stochastic dominance
Donald, Stephen G.; Hsu, Yu-Chin - In: Econometric reviews 35 (2016) 1/4, pp. 553-585
Persistent link: https://www.econbiz.de/10011550043
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Testing generalized regression monotonicity
Hsu, Yu-Chin; Liu, Chu-An; Shi, Xiaoxia - In: Econometric theory 35 (2019) 6, pp. 1146-1200
Persistent link: https://www.econbiz.de/10012149282