Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)

by Christopher Neely , Paul Weller , Robert Dittmar , Chris Neely , Paul Weller , Rob Dittmar
Venue:Journal of Financial and Quantitative Analysis
Citations:153 - 16 self

Active Bibliography

DEPARTMENT OF ECONOMICSThe Obstinate Passion of Foreign Exchange Professionals: Technical Analysis – Lukas Menkhoff, Mark P. Taylor, Lukas Menkhoff, Mark P. Taylor, Lukas Menkhoff, Mark P. Taylor - 2006
Technical Analysis – Lukas Menkhoff, Mark P. Taylor, Lukas Menkhoff, Mark P. Taylor - 2006
1 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis – Lukas Menkhoff, Leibniz Universit├Ąt Hannover, Mark P. Taylor, Lukas Menkhoff, Mark P. Taylor - 2006
3 The Efficient Market Hypothesis. A Survey – Meredith Beechey, David Gruen, James Vickery - 2000
1286 On the pricing of corporate debt: The risk structure of interest rates – C. Merton, Robert C. Merton - 1974
687 Comparing Predictive Accuracy – X. Diebold, Roberto S. Mariano, Francis X. Diebold, Roberto S. Mariano - 1995
522 Option pricing when underlying stock returns are discontinuous – Robert C. Merton - 1976
190 The Microstructure Approach to Exchange Rates – Richard K. Lyons - 2000
669 Bid, ask and transaction prices in a specialist market with heterogeneously informed traders – Lawrence R. Glosten, Paul R. Milgrom - 1985