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Year of publication
Subject
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Finanzanalyse 219 Financial analysis 218 Technical analysis 217 technical analysis 181 Anlageverhalten 115 Behavioural finance 114 Börsenkurs 110 Share price 108 Theorie 102 Theory 101 Forecasting model 94 Prognoseverfahren 94 Technical Analysis 71 Portfolio-Management 67 Portfolio selection 66 Stock market 66 Aktienmarkt 64 Efficient market hypothesis 62 Effizienzmarkthypothese 54 Wertpapierhandel 53 Securities trading 50 Capital income 44 Kapitaleinkommen 44 Technische Analyse 31 fundamental analysis 29 Schätzung 23 Aktienindex 22 Estimation 22 Stock index 22 market efficiency 22 Market efficiency 20 Wechselkurs 20 Exchange rate 19 Foreign exchange market 19 Artificial intelligence 18 Devisenmarkt 18 Fundamental analysis 17 Künstliche Intelligenz 17 Volatility 17 Virtual currency 16
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Online availability
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Free 201 Undetermined 180 CC license 20
Type of publication
All
Article 349 Book / Working Paper 123 Other 3
Type of publication (narrower categories)
All
Article in journal 216 Aufsatz in Zeitschrift 216 Working Paper 29 Article 20 Graue Literatur 19 Non-commercial literature 19 Arbeitspapier 16 Aufsatz im Buch 8 Book section 8 research-article 6 Lehrbuch 4 Hochschulschrift 3 Thesis 3 Conference paper 2 Konferenzbeitrag 2 Aufsatzsammlung 1 Congress Report 1 Ratgeber 1
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Language
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English 323 Undetermined 141 German 2 Polish 2 Spanish 2 Czech 1 French 1 Italian 1 Lithuanian 1 Portuguese 1
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Author
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Menkhoff, Lukas 13 Bask, Mikael 11 Lu, Tsung-Hsun 9 Wong, Wing Keung 9 McAleer, Michael 8 Metghalchi, Massoud 7 Kimura, Herbert 6 Sobreiro, Vinicius Amorim 6 Suen, John 6 Wong, Wing-Keung 6 Chong, Terence Tai-Leung 5 Sulistiawan, Dedhy 5 Urquhart, Andrew 5 Anghel, Dan Gabriel 4 Du, Jun 4 Fliess, Michel 4 Hayes, Linda A. 4 Jin, Xiaoye 4 Join, Cédric 4 Scholz, Peter 4 Shynkevich, Andrei 4 Taylor, Mark P. 4 Trivedi, Smita Roy 4 Weller, Paul A. 4 Ahmar, Ansari Saleh 3 Alanazi, Ahmed S. 3 Anderson, John 3 Arize, Augustine Chuck 3 Baumann, Michael 3 Brezeanu, Petre 3 Bulkowski, Thomas N. 3 Caporale, Guglielmo Maria 3 Chen, Cheng-Wei 3 Chen, Yi-Chi 3 Chiarella, Carl 3 Dumiter, Florin Cornel 3 Fidrmuc, Jarko 3 Gradojevic, Nikola 3 Hsu, Po-Hsuan 3 Hsu, Yu-Chin 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 HAL 5 Institutionen för Nationalekonomi, Umeå Universitet 4 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 4 CMT Association 3 Society for Computational Economics - SCE 3 C.E.P.R. Discussion Papers 2 Finance Discipline Group, Business School 2 Frankfurt School of Finance and Management 2 Institute of Economics, Academia Sinica 2 Suomen Pankki 2 Universität <Hannover> / Wirtschaftswissenschaftliche Fakultät 2 World Scientific Publishing Co. Pte. Ltd. 2 Bank of Greece 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centro de Investigação em Gestão e Economia (CIGE), Universidade Portucalense 1 Departamento de Gestão e Economia, Instituto Politécnico de Leiria 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, International Business School, Brandeis University 1 Department of Economics, National University of Singapore 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, University of Warwick 1 Division of Economics, Nanyang Technological University 1 East Asian Bureau of Economic Research (EABER) 1 EconWPA 1 Economic Research Southern Africa (ERSA) 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Federal Reserve Bank of St. Louis 1 Goethe-Universität Frankfurt am Main 1 Hanken Svenska Handelshögskolan 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute of Economic Research, Kyoto University 1 NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management 1 National Centre for Econometric Research (NCER) 1 School of Economics and Finance, Business School 1 Siauliai University 1 Swiss Finance Institute 1
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Published in...
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MPRA Paper 14 Finance research letters 9 Applied economics 8 Pacific-Basin finance journal 8 Journal of banking & finance 6 Journal of international financial markets, institutions & money 6 Renewable Energy 6 Computational economics 5 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 5 International journal of financial engineering 5 Post-Print / HAL 5 CPQF Working Paper Series 4 Diskussionsbeitrag 4 Hannover Economic Papers (HEP) 4 International review of financial analysis 4 Umeå Economic Studies 4 Applied Mathematical Finance 3 Applied economics letters 3 Economies 3 Economies : open access journal 3 Emerging Markets Finance and Trade 3 International journal of economics and finance 3 International journal of economics and financial issues : IJEFI 3 International review of economics & finance : IREF 3 Investment management and financial innovations 3 Journal of Banking & Finance 3 Physica A: Statistical Mechanics and its Applications 3 Research paper series / Swiss Finance Institute 3 Studies in Nonlinear Dynamics & Econometrics 3 The journal of prediction markets 3 Theoretical and Applied Economics 3 Working papers 3 Accounting Research Journal 2 Annales Universitatis Mariae Curie-Skłodowska 2 Bank i kredyt 2 Bank of Finland Research Discussion Papers 2 CEPR Discussion Papers 2 Central European economic journal 2 China Finance Review International 2 Cogent Economics & Finance 2
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Source
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ECONIS (ZBW) 260 RePEc 162 EconStor 33 BASE 12 Other ZBW resources 6 USB Cologne (business full texts) 2
Showing 1 - 50 of 475
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Technical patterns and news sentiment in stock markets
Leippold, Markus; Wang, Qian; Yang, Min - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015144311
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Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?
Jin, JunHyeong; Jung, JiHoon; Song, Kyojik Roy - In: Journal of derivatives and quantitative studies : … 32 (2024) 1, pp. 23-35
The authors test the weak-form efficiency in cryptocurrency markets using the most recent and comprehensive data as of 2021. The authors apply various technical indicators to take a long or short position on 99 cryptocurrencies and compare the 10-day returns based on the technical trading...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497167
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Trading momentum in the US crude oil futures market
Gurrib, Ikhlaas; Starkova, Olga; Hamdan, Dalia - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 593-604
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015120803
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Trading rule discovery using technical analysis and a template matching technique for pattern recognition : evidence from the Chinese stock market
Lobão, Júlio; Pacheco, Luís Dias; Fernandes, António - In: International studies of economics 19 (2024) 2, pp. 168-185
This paper examines the potential profit of bull flag trading rules in the Shanghai Stock Exchange Composite Index (SSE) using a template matching technique based on price pattern recognition. This paper fills a gap in the literature by applying a template matching technique for the recognition...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015063901
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Charting the financial odyssey : a literature review on history and evolution of investment strategies in the stock market : 1900-2022
Jagirdar, Sharneet Singh; Gupta, Pradeep Kumar - In: China Accounting and Finance Review 26 (2024) 3, pp. 277-307
Purpose The present study reviews the literature on the history and evolution of investment strategies in the stock market for the period from 1900 to 2022. Conflicts and relationships arising from such diverse seminal studies have been identified to address the research gaps....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636981
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Cryptocurrencies and Lucky Factors : the value of technical and fundamental analysis
Wei, Mingzhe; Kyriakou, Ioannis; Sermpinis, Georgios; … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337698
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Seven Pitfalls of Technical Analysis
Caporale, Guglielmo Maria; Plastun, Alex - 2023
This paper examines the main drawbacks of technical analysis. Although this is widely used by practitioners, from an academic perspective it can only be seen as a form of "voodoo finance". In particular, it runs into the following pitfalls: Subjectivity; Doubtful assumptions; Unjustified...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014290123
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Seven pitfalls of technical analysis
Caporale, Guglielmo Maria; Plastun, Alex - 2023
This paper examines the main drawbacks of technical analysis. Although this is widely used by practitioners, from an academic perspective it can only be seen as a form of "voodoo finance". In particular, it runs into the following pitfalls: Subjectivity; Doubtful assumptions; Unjustified...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013489574
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Momentum in low carbon and fossil fuel free equity investing
Gurrib, Ikhlaas - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 461-471
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014384419
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Is idiosyncratic asymmetry priced in commodity futures?
Han, Yufeng; Mo, Xuan; Su, Zhi; Zhu, Yifeng - In: The journal of financial research : the journal of the … 46 (2023) 3, pp. 875-898
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014375454
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Technical analysis : novel insights on contrarian trading
Eugster, Patrick; Uhl, Matthias - In: European financial management : the journal of the … 29 (2023) 4, pp. 1160-1190
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014369312
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Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie; Mazouz, Khelifa; Ap Gwilym, Owain; Wang, … - In: Quantitative finance 23 (2023) 11, pp. 1617-1636
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014419182
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The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets
Rink, Kevin - In: Financial Markets and Portfolio Management 37 (2023) 4, pp. 403-456
We investigate the predictability of leading equity indices of 23 developed and 18 emerging markets with a set of 6406 technical trading rules over up to 66 years. Using a state-of-the-art test for superior predictive ability to control for data snooping bias, we find in-sample evidence for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015272880
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Modification of technical analysis indicators and increasing the rate of return on investment
Oktaba, Paweł; Grzywińska-Rąpca, Małgorzata - In: Central European economic journal 10 (2023) 57, pp. 148-162
Financial markets are seen as one of the most important markets in economic terms. The activities of investors in the financial markets consist in predicting how best to invest the accumulated capital, using all kinds of analyzes and forecasts. In the literature on the subject, apart from...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014444916
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The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin - In: Financial markets and portfolio management 37 (2023) 4, pp. 403-456
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014420500
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The profitability of technical analysis during the COVID-19 market meltdown
Lento, Camillo; Gradojevic, Nikola - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-19
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...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014332393
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Stock price forecasting for Jordan insurance companies amid the COVID-19 pandemic utilizing off-the-shelf technical analysis methods
Altarawneh, Ghada A.; Hassanat, Ahmad B.; Tarawneh, Ahmad S. - In: Economies 10 (2022) 2, pp. 1-18
One of the most difficult problems analysts and decision-makers may face is how to improve the forecasting and predicting of financial time series. However, several efforts were made to develop more accurate and reliable forecasting methods. The main purpose of this study is to use technical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013199985
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Ichimoku cloud forecasting returns in the U.S.
Lutey, Matthew; Rayome, Dave - In: Global Business & Finance Review (GBFR) 27 (2022) 5, pp. 17-26
Purpose: We show that the Ichimoku Cloud can forecast stock returns in the U.S., Canada, Germany, and U.K. Design/methodology/approach: We use a regression of next months index return regressed on the Ichimoku Cloud entry signal for price crossing above 9 periods, 26 period, 52 periods and a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015098747
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko; Takahashi, Soichiro - In: International journal of financial engineering 9 (2022) 4, pp. 1-29
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014234372
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Does the annual income earned influence the decision-making in the Indian Secondary equity market?
Isidore, R. Renu; Arun, Chockalingam Joe - In: The journal of business and economic studies 26 (2022) 1, pp. 63-90
The annual income earned plays a very important role in stock investing as it influences several dimensions of the investment process. The main goal of this research was to examine the role of the annual income earned by the secondary equity investors in the decision- making process. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013325839
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Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates
Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of Capital Markets Studies (JCMS) 6 (2022) 1, pp. 6-32
Purpose - The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy-hold strategy in Bitcoin exchange rate returns. Design/methodology/approach - The study tests the technical trading rule of fixed moving average...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015327968
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Ichimoku cloud forecasting returns in the U.S.
Lutey, Matthew; Rayome, Dave - In: Global business and finance review 27 (2022) 5, pp. 17-26
Purpose: We show that the Ichimoku Cloud can forecast stock returns in the U.S., Canada, Germany, and U.K. Design/methodology/approach: We use a regression of next months index return regressed on the Ichimoku Cloud entry signal for price crossing above 9 periods, 26 period, 52 periods and a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013433593
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Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates
Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of capital markets studies 6 (2022) 1, pp. 6-32
Purpose - The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy-hold strategy in Bitcoin exchange rate returns. Design/methodology/approach - The study tests the technical trading rule of fixed moving average...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012887325
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Beating the market? : a mathematical puzzle for market efficiency
Baumann, Michael - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 279-325
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013380568
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko; Takahashi, Soichiro - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013461309
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The profitability of technical analysis during the COVID-19 market meltdown
Lento, Camillo; Gradojevic, Nikola - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-19
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...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273121
Saved in:
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Stock price forecasting for Jordan insurance companies amid the COVID-19 pandemic utilizing off-the-shelf technical analysis methods
Altarawneh, Ghada A.; Hassanat, Ahmad B.; Tarawneh, Ahmad S. - In: Economies : open access journal 10 (2022) 2, pp. 1-18
One of the most difficult problems analysts and decision-makers may face is how to improve the forecasting and predicting of financial time series. However, several efforts were made to develop more accurate and reliable forecasting methods. The main purpose of this study is to use technical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013164219
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Designing a novel model for stock price prediction using an integrated multi-stage structure : the case of the Bombay stock exchange
Sedighi, Mojtaba; Roodposhti, Fereydoon Rahnamay - In: Australasian accounting business and finance journal : AABF 16 (2022) 6, pp. 70-85
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013503501
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko; Takahashi, Soichiro - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013342257
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When Buffett meets Bollinger : an integrated approach to fundamental and technical analysis
Zhu, Zhaobo; Sun, Licheng - In: Accounting and finance 64 (2024) 3, pp. 2699-2734
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015164554
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Trading signal survival analysis : a framework for enhancing technical analysis strategies in stock markets
Hu, Wenbin; Zhou, Junzi - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015144247
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Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia; Chuang, Hui-Ching; Wang, Zixuan; Xu, Jin - In: Pacific-Basin finance journal 84 (2024), pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534566
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Are simple technical trading rules profitable in bitcoin markets?
Deprez, Niek; Frömmel, Michael - In: International review of economics & finance : IREF 93 (2024) 2, pp. 858-874
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014535663
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Can machine learning make technical analysis work?
Rigamonti, Andrea - In: Financial markets and portfolio management 38 (2024) 3, pp. 399-412
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015079779
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Fundamental analysis, technical analysis, and mutual fund performance
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049999
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Charting by machines
Murray, Scott; Xia, Yusen; Xiao, Houping - In: Journal of financial economics 153 (2024), pp. 1-28
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015072059
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Adjustable-band moving average learning strategies for technical analysis : evidence from the Dow Jones Industrial Average
Svogun, Daniel; Rudys, Valentinas - In: Applied economics 56 (2024) 50, pp. 6221-6230
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015072440
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Business newspaper stock recommendations for intraday trading : empirical analysis from India
Kolte, Ashutosh; Rossi, Matteo; Mahajan, Yogesh; … - In: International journal of business and globalisation : IJBG 37 (2024) 1, pp. 111-127
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015063809
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Technical, fundamental, and combined information for separating winners from losers
Chen, Hong-Yi; Lee, Cheng F.; Shih, Wei K. - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015045600
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Technical analysis in investing
Gil, Cohen - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015046815
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Technical analysis in the stock market : a review
Han, Yufeng; Liu, Yang; Zhou, Guofu; Zhu, Yingzi - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015047369
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Beating the market? A mathematical puzzle for market efficiency
Baumann, Michael Heinrich - In: Decisions in Economics and Finance 45 (2021) 1, pp. 279-325
The efficient market hypothesis is highly discussed in economic literature. In its strongest form, it states that there are no price trends. When weakening the non-trending assumption to arbitrary short, small, and fully unknown trends, we mathematically prove for a specific class of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497586
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Artificial intelligence applied to investment in variable income through the MACD (moving average convergence/divergence) indicator
Agudelo Aguirre, Alberto Antonio; Duque Méndez, … - In: Journal of Economics, Finance and Administrative Science 26 (2021) 52, pp. 268-281
Purpose - This study aims to determine whether, by means of the application of genetic algorithms (GA) through the traditional technical analysis (TA) using moving average convergence/divergence (MACD), is possible to achieve higher yields than those that would be obtained using technical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013192206
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Improving MACD technical analysis by optimizing parameters and modifying trading rules: Evidence from the Japanese Nikkei 225 futures market
Kang, Byung-Kook - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-21
Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to verify efficiency with the traditional parameter settings of 12, 26, and 9 days. This study confirms that applying the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012611595
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Manna from heaven': does the presence of central banks make technical analysis profitable?
Trivedi, Smita Roy - In: European Journal of Economics and Economic Policies: … 18 (2021) 1, pp. 11-28
Profitability of technical-analysis strategies has been explained with reference to central-bank intervention in markets (Neely 1998; LeBaron 1999; Saacke 2002). I argue that central-bank intervention is a market shock which leads to a generation of trends, making technical analysis profitable. Looking...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014363403
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Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market
Kang, Byung-Kook - In: Journal of risk and financial management : JRFM 14 (2021) 1/37, pp. 1-21
Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to verify efficiency with the traditional parameter settings of 12, 26, and 9 days. This study confirms that applying the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012417747
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CDS momentum : slow-moving credit ratings and cross-market spillovers
Lee, Jongsub; Naranjo, Andy; Sirmans, Stace - In: Review of asset pricing studies : RAPS 11 (2021) 2, pp. 352-401
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012545908
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Nonlinearity everywhere : implications for empirical finance, technical analysis and value at risk
Amini, Shima; Hudson, Robert; Urquhart, Andrew; Wang, Jian - In: The European journal of finance 27 (2021) 13, pp. 1326-1349
We show that expected returns on US stocks and all major global stock market indices have a particular form of non-linear dependence on previous returns. The expected sign of returns tends to reverse after large price movements and trends tend to continue after small movements. The observed...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012653097
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Artificial intelligence applied to investment in variable income through the MACD (moving average convergence/divergence) indicator
Agudelo Aguirre, Alberto Antonio; Duque Méndez, … - In: Journal of economics, finance & administrative science 26 (2021) 52, pp. 268-281
Purpose - This study aims to determine whether, by means of the application of genetic algorithms (GA) through the traditional technical analysis (TA) using moving average convergence/divergence (MACD), is possible to achieve higher yields than those that would be obtained using technical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012813879
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Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012816704
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