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:95 - 11 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
2 THE EFFICIENT MARKET HYPOTHESIS: A SURVEY – Meredith Beechey , David Gruen, James Vickery - 2000
11 Do moving average trading rule results imply nonlinearities in foreign exchange markets – Blake Lebaron - 1992
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
113 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
49 Data-Snooping, Technical Trading Rule Performance, and the Bootstrap – Ryan Sullivan, Allan Timmermann, Halbert White
8 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
18 Heterogeneous Expectations And Tests Of Efficiency In The Yen/dollar Forward Exchange Rate Market – GRAHAM ELLIOTT, TAKATOSHI Ito - 1998
7 The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market – Christopher J. Neely, Paul A. Weller, Joshua M. Ulrich - 2007
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability – Sebastiano Manzan, Frank H. Westerhoff
15 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
5 News and Trading Rules – James D. Thomas - 2003
Technical Analysis in Foreign Exchange – The Workhorse Gains Further Ground Thomas Gehrig, Universität Freiburg und CEPR, London – Lukas Menkhoff, Universität Hannover A - 2003
5 New perspective on FX markets: Order-flow analysis – Richard K. Lyons - 2001
Explaining the returns of active currency managers 1 – Sam Nasypbek, Scheherazade S Rehman
65 Time series properties of an artificial stock market – Blake LeBaron, W. Brian Arthur, Richard Palmer - 1999
10 Would International Currency Taxation help Stabilise Exchange Rates and Avoid Currency Crises – Graham Bird, Ramkishen S. Rajan - 1999
1 Interacting Agents in Finance – Cars Hommes, L. Blume, S. Durlauf, Palgrave Macmillan - 2006