In Defense of Technical Analysis
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 40 (1985)
Issue (Month): 3 (July)
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- repec:ebl:ecbull:v:7:y:2008:i:12:p:1-6 is not listed on IDEAS
- Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
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Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover
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- Trifan, Emanuela, 2004. "Decision Rules and their Influence on Asset Prices," Darmstadt Discussion Papers in Economics 37211, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
- Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
- Neely, Christopher J., 2002. "The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits," Journal of International Economics, Elsevier, vol. 58(1), pages 211-232, October.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011.
"Is the Chinese Stock Market Really Efficient,"
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- Gerber, Anke & Hens, Thorsten & Vogt, Bodo, 2010. "Rational investor sentiment in a repeated stochastic game with imperfect monitoring," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 669-704, December.
- Spyros Skouras, 1998.
"Financial Returns and Efficiency as seen by an Artificial Technical Analyst,"
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- Skouras, Spyros, 2001. "Financial returns and efficiency as seen by an artificial technical analyst," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 213-244, January.
- Leigh, W. & Paz, M. & Purvis, R., 2002. "An analysis of a hybrid neural network and pattern recognition technique for predicting short-term increases in the NYSE composite index," Omega, Elsevier, vol. 30(2), pages 69-76, April.
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