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John Andrew Anderson

Not to be confused with: John Daniel Anderson, John Edwin Anderson

Personal Details

First Name:John
Middle Name:Andrew
Last Name:Anderson
Suffix:
RePEc Short-ID:pan401
The above email address does not seem to be valid anymore. Please ask John Andrew Anderson to update the entry or send us the correct address or status for this person. Thank you.
http://www.une.edu.au/staff/John.And.php

Affiliation

(50%) Business School
University of New England

Armidale, Australia
http://www.une.edu.au/about-une/academic-schools/une-business-school
RePEc:edi:feuneau (more details at EDIRC)

(50%) School of Economics
Business School
University of New England

Armidale, Australia
http://www.une.edu.au/about-une/academic-schools/une-business-school/study-areas/economics
RePEc:edi:deuneau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers


    repec:qut:dpaper:133 is not listed on IDEAS
    repec:qut:dpaper:134 is not listed on IDEAS

Articles

  1. Anderson, John A. & Faff, Robert W., 2008. "Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 198-217.
    RePEc:taf:apfiec:v:14:y:2004:i:15:p:1067-1073 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Anderson, John A. & Faff, Robert W., 2008. "Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 198-217.

    Cited by:

    1. Ülkü, Numan & Prodan, Eugeniu, 2013. "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 214-229.
    2. A. Maron & M. Maron, 2019. "Minimizing the Maximum Risk of Currency Conversion for a Company Buying Abroad," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 59-67.
    3. Kim man Lui & Terence T. L. Chong, 2013. "Do Technical Analysts Outperform Novice Traders: Experimental Evidence," Economics Bulletin, AccessEcon, vol. 33(4), pages 3080-3087.

More information

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Statistics

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Co-authorship network on CollEc

Corrections

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