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The cost of technical trading rules in the Forex market: A utility-based evaluation Author info | Abstract | Publisher info | Download info | Related research | Statistics Dewachter, Hans
Lyrio, Marco
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 25 (2006)
Issue (Month): 7 (November)
Pages: 1072-1089
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Handle: RePEc:eee:jimfin:v:25:y:2006:i:7:p:1072-1089Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Christopher J. Neely & Paul A. Weller & Robert Dittmar, 1997.
"Is technical analysis in the foreign exchange market profitable? a genetic programming approach ,"
Working Papers
1996-006, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996.
"Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach ,"
CEPR Discussion Papers
1480, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997.
"Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 32(04), pages 405-426, December.
[Downloadable!] 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.
[Downloadable!] (restricted)
Other versions: LeBaron, Blake, 1999.
"Technical trading rule profitability and foreign exchange intervention ,"
Journal of International Economics ,
Elsevier, vol. 49(1), pages 125-143, October.
[Downloadable!] (restricted)
Michael W. Brandt, 1999.
"Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach ,"
Journal of Finance ,
American Finance Association, vol. 54(5), pages 1609-1645, October.
[Downloadable!] (restricted)
Blake LeBaron, 1994.
"Technical Trading Rule Profitability and Foreign Exchange Intervention ,"
International Finance
9411002, EconWPA.
[Downloadable!]
Other versions: Blake LeBaron, .
"Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? ,"
Working papers
_005, University of Wisconsin - Madison.
[Downloadable!]
Gencay, Ramazan, 1999.
"Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules ,"
Journal of International Economics ,
Elsevier, vol. 47(1), pages 91-107, February.
[Downloadable!] (restricted)
Hans Dewachter & Marco Lyrio, 2005.
"The economic value of technical trading rules: a nonparametric utility-based approach ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 10(1), pages 41-62.
[Downloadable!]
Other versions: Dewachter, Hans, 2001.
"Can Markov switching models replicate chartist profits in the foreign exchange market? ,"
Journal of International Money and Finance ,
Elsevier, vol. 20(1), pages 25-41, February.
[Downloadable!] (restricted)
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