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:121 - 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
3 The Efficient Market Hypothesis. A Survey – Meredith Beechey, David Gruen, James Vickery - 2000
17 Do moving average trading rule results imply nonlinearities in foreign exchange markets – Blake Lebaron - 1992
prediction with simple technical trading rules – Ramazan Gençay
Photo courtesy of The Gateway Arch, St. Louis, MO. www.gatewayarch.comTESTING ASSET PRICING MODELS WITH EULER EQUATIONS: IT’S WORSE THAN YOU THINK – Christopher Neely, Cl El, Christopher J. Neely - 1995
184 The Microstructure Approach to Exchange Rates – Richard K. Lyons - 2000
A Moving Average Comparison of the Tel-Aviv 25 and S & P 500 Stock Indices – Yochanan Shachmurove, Uri Benzion, Paul Klein, Joseph Yagil - 2001
64 Technical Trading Rule Profitability and Foreign Exchange Intervention," forthcoming – Blake Lebaron - 1998
62 Data-Snooping, Technical Trading Rule Performance, and the Bootstrap – Ryan Sullivan, Allan Timmermann, Halbert White
10 Reexamining the profitability of technical analysis with data snooping checks – Po-hsuan Hsu, Chung-ming Kuan, B. Lehmann, C. J. Neely, M. J. Ready, P. Saffi, A. Timmermann - 2005
29 Heterogeneous Expectations And Tests Of Efficiency In The Yen/dollar Forward Exchange Rate Market – GRAHAM ELLIOTT, TAKATOSHI Ito - 1998
15 The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market – Christopher J. Neely, Paul A. Weller, Joshua M. Ulrich - 2007
Brandeis University – Blake Lebaron, W. Brian Arthur, Richard Palmer - 1998
30 Time Series Properties . . . – Blake LeBaron, W. Brian Arthur, Richard Palmer - 1998
34 Technical trading rules and regime shifts in foreign exchange, in Advanced trading rules – Blake Lebaron - 1998
cleared with the author or authors. Prepared for Wiley’s Handbook of Exchange Rates Technical Analysis in the Foreign Exchange Market – Christopher J. Neely, Paul A. Weller, Christopher J. Neely, Paul A. Weller - 2011
5 Heterogeneous Expectations, Exchange Rate Dynamics and Predictability – Sebastiano Manzan, Frank H. Westerhoff
22 2004): Exchange rates and fundamentals: new evidence from real-time data, ECB Working Paper No 365 – Michael Ehrmann, Marcel Fratzscher, Michael Ehrmann, Marcel Fratzscher - 2004