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Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets

https://doi.org/10.1007/s10690-006-9012-y
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1099-131x(1998090)17:5/6<401::aid-for704>3.0.co;2-copenalex-snapshot
Moving average rules, volume and the predictability of security returns with feedforward networks
inferredcites →https://doi.org/10.1007/978-1-349-20865-4_24openalex-snapshot
Non-parametric Statistical Methods
inferredcites →https://doi.org/10.1016/0304-405x(77)90041-1openalex-snapshot
Estimating betas from nonsynchronous data
inferredcites →https://doi.org/10.1016/0378-4266(95)00043-7openalex-snapshot
A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994
inferredcites →https://doi.org/10.1016/0927-538x(95)00002-3openalex-snapshot
The profitability of technical trading rules in the Asian stock markets
inferredcites →https://doi.org/10.1016/b978-0-7506-5516-3.x5000-6openalex-snapshot
Advanced Trading Rules
inferredcites →https://doi.org/10.1016/b978-075065516-3.50003-0openalex-snapshot
Technical trading rules and regime shifts in foreign exchange
inferredcites →https://doi.org/10.1016/s0022-1996(98)00017-8openalex-snapshot
Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules
inferredcites →https://doi.org/10.1016/s0022-1996(98)00061-0openalex-snapshot
Technical trading rule profitability and foreign exchange intervention
inferredcites →https://doi.org/10.1016/s0165-1765(00)00270-6openalex-snapshot
On the profitability of technical trading rules based on artificial neural networks:
inferredcites →https://doi.org/10.1016/s0165-1765(98)00051-2openalex-snapshot
Optimization of technical trading strategies and the profitability in security markets
inferredcites →https://doi.org/10.1016/s0304-405x(98)00026-9openalex-snapshot
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth…
inferredcites →https://doi.org/10.1016/s0927-5398(97)00022-4openalex-snapshot
The predictability of security returns with simple technical trading rules
inferredcites →https://doi.org/10.1023/a:1024181515265openalex-snapshot
Market Efficiency and the Returns to Simple Technical Trading Rules: New Evidence from U.S. Equity Market and Chinese Equity Markets
inferredcites →https://doi.org/10.1080/07474938908800165openalex-snapshot
Econometric tests of rationality and market efficiency
inferredcites →https://doi.org/10.1093/wber/9.1.131openalex-snapshot
Return Behavior in Emerging Stock Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-snapshot
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04636.xopenalex-snapshot
Efficient Capital Markets: II
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04681.xopenalex-snapshot
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04055.xopenalex-snapshot
Predictability of Stock Returns: Robustness and Economic Significance
inferredcites →https://doi.org/10.1515/9781400830213openalex-snapshot
The Econometrics of Financial Markets
inferredcites →https://doi.org/10.2202/1558-3708.1026openalex-snapshot
Technical Trading Rules and the Size of the Risk Premium in Security Returns
inferredcites →https://doi.org/10.2307/2285701openalex-snapshot
Nonparametric Statistical Methods.
inferredcites →https://doi.org/10.2307/j.ctt7skm5openalex-snapshot
The Econometrics of Financial Markets
inferredcites →https://doi.org/10.3905/jai.1999.318950openalex-snapshot
Advanced Trading Rules

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4165676openalex-extracted
A Note on the Use of Moving Average Trading Rules to Test for Weak Form Efficiency in Capital Markets
inferred← citeshttps://doi.org/10.2139/ssrn.4166526openalex-extracted
An Alternative Methodological Approach to Assess the Predictive Performance of the Moving Average Trading Rule in Financial Markets: Application to the London Stock Exchange
inferred← citeshttps://doi.org/10.2139/ssrn.4172147openalex-extracted
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Algorithmic Trading: A Statistical and Adaptive Analysis of Quadrant Strategies Enhancements
inferred← citeshttps://doi.org/10.1007/978-3-319-15147-2_18openalex-snapshot
The Investment Strategy Based on the Difference of Moving Averages with Parameters Adapted by Machine Learning
inferred← citeshttps://doi.org/10.1007/s10614-013-9369-8openalex-snapshot
Building Technical Trading System with Genetic Programming: A New Method to Test the Efficiency of Chinese Stock Markets
inferred← citeshttps://doi.org/10.1007/s10614-016-9640-xopenalex-snapshot
Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting
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Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach
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Is the Chinese stock market really inefficient?
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An intelligent short term stock trading fuzzy system for assisting investors in portfolio management
inferred← citeshttps://doi.org/10.1016/j.iref.2012.07.016openalex-snapshot
Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets
inferred← citeshttps://doi.org/10.1016/j.physa.2015.07.032openalex-snapshot
Profitability of simple technical trading rules of Chinese stock exchange indexes
inferred← citeshttps://doi.org/10.1080/02664763.2013.818624openalex-snapshot
Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns
inferred← citeshttps://doi.org/10.1080/09603100802375519openalex-snapshot
A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing
inferred← citeshttps://doi.org/10.1080/09603107.2010.532105openalex-snapshot
A test of significance of the predictive power of the moving average trading rule of technical analysis based on sensitivity analysis: application to the NYSE, the Athens Stock Exchange and the Vienna Stock Exchange. Implications for weak-form market efficiency testing
inferred← citeshttps://doi.org/10.1108/s1479-8387(2012)0000007004openalex-snapshot
Using Baseline Models to Improve Theories about Emerging Markets
inferred← citeshttps://doi.org/10.1111/j.1468-0300.2008.00198.xopenalex-snapshot
On the Use of the Moving Average Trading Rule to Test for Weak Form Efficiency in Capital Markets
inferred← citeshttps://doi.org/10.1155/2014/451849openalex-snapshot
Study on the Effectiveness of the Investment Strategy Based on a Classifier with Rules Adapted by Machine Learning
inferred← citeshttps://doi.org/10.17261/pressacademia.2019.1063openalex-snapshot
Testing random walk hypothesis for Istanbul stock exchange
inferred← citeshttps://doi.org/10.22495/cocv11i2c5p1openalex-snapshot
Study on the influence of governance mechanisms on performance: evidence of nonlinear relationships of listed companies in different contexts
inferred← citeshttps://doi.org/10.22495/cocv11i2c5p6openalex-snapshot
Technical trading revisited: evidence from the Asian stock markets
inferred← citeshttps://doi.org/10.4038/kjm.v2i2.6549openalex-snapshot
Profitability of technical trading strategies in emerging Sri Lankan stock market
inferred← citeshttps://doi.org/10.4236/jmf.2025.153021openalex-snapshot
Testing the Predictive Power of Technical Analysis’ Trading Rules Using Modified Box-Tiao Time Series Models
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