New Evidence of Technical Trading Profitability
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References listed on IDEAS
- Marcucci Juri, 2005. "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-55, December.
- Neely, C. J. & Weller, P. A., 2003.
"Intraday technical trading in the foreign exchange market,"
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- Paul Weller & Christopher Neely, 1999. "Intraday Technical Trading in the Foreign Exchange Market," Working Papers wp99-02, Warwick Business School, Finance Group.
- Christopher J. Neely & Paul A. Weller, 2001. "Intraday technical trading in the foreign exchange market," Working Papers 1999-016, Federal Reserve Bank of St. Louis.
- Terrence Hendershott & Charles M. Jones & Albert J. Menkveld, 2011.
"Does Algorithmic Trading Improve Liquidity?,"
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American Finance Association, vol. 66(1), pages 1-33, February.
- Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J., 2008. "Does algorithmic trading improve liquidity?," CFS Working Paper Series 2008/41, Center for Financial Studies (CFS).
- Atanasova, Christina V. & Hudson, Robert S., 2010. "Technical trading rules and calendar anomalies -- Are they the same phenomena?," Economics Letters, Elsevier, vol. 106(2), pages 128-130, February.
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Cited by:
- Simone Cirillo & Stefan Lloyd & Peter Nordin, 2014. "Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series," Papers 1411.2153, arXiv.org.
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Keywords
Foreign Exchange; Genetic Programming;JEL classification:
- F3 - International Economics - - International Finance
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