IDEAS home Printed from https://ideas.repec.org/a/eee/finana/v13y2004i2p217-225.html

Technical analysis as the representation of typical cognitive biases

Author

Listed:
  • Zielonka, Piotr

Abstract

No abstract is available for this item.

Suggested Citation

  • Zielonka, Piotr, 2004. "Technical analysis as the representation of typical cognitive biases," International Review of Financial Analysis, Elsevier, vol. 13(2), pages 217-225.
    • Handle: RePEc:eee:finana:v:13:y:2004:i:2:p:217-225
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S1057-5219(04)00015-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Jensen, Michael C & Bennington, George A, 1970. "Random Walks and Technical Theories: Some Additional Evidence," Journal of Finance, American Finance Association, vol. 25(2), pages 469-482, May.
    2. Harry V. Roberts, 1959. "Stock‐Market “Patterns” And Financial Analysis: Methodological Suggestions," Journal of Finance, American Finance Association, vol. 14(1), pages 1-10, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ewa Falkiewicz, 2025. "The Impact of Probability Distortion On Decision-Making under Risk," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1208-1224.
    2. Vassiliy Chsherbakov, 2010. "Efficiency of Use of Technical Analysis: Evidences from Russian Stock Market," Ekonomika a Management, Prague University of Economics and Business, vol. 2010(4).
    3. Ibrahim Filiz & Jan René Judek & Marco Lorenz & Markus Spiwoks, 2022. "Algorithm Aversion as an Obstacle in the Establishment of Robo Advisors," JRFM, MDPI, vol. 15(8), pages 1-25, August.
    4. Andrey Kudryavtsev, 2017. "The Effect of Preceding Sequences on Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2017(4), pages 83-96.
    5. Filiz, Ibrahim & Judek, Jan René & Lorenz, Marco & Spiwoks, Markus, 2021. "Reducing algorithm aversion through experience," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    6. Farias Nazário, Rodolfo Toríbio & e Silva, Jéssica Lima & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2017. "A literature review of technical analysis on stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 115-126.
    7. Andrey Kudryavtsev & Gil Cohen & Shlomit Hon-Snir, 2013. "“Rational” or “Intuitive”: Are Behavioral Biases Correlated Across Stock Market Investors?," Contemporary Economics, Vizja University, vol. 7(2), June.
    8. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
    9. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
    10. Andrey Kudryavtsev, 2017. "The Effect of Stock Return Sequences on Trading Volumes," IJFS, MDPI, vol. 5(4), pages 1-15, October.
    11. Butt, Hilal Anwar & Kolari, James W. & Sadaqat, Mohsin, 2021. "Revisiting momentum profits in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Michael McAleer & John Suen & Wing Keung Wong, 2016. "Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 257-279, September.
    2. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
    3. Roger P. Bey, 1983. "The Market Model As An Appropriate Description Of The Stochastic Process Generating Security Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 275-288, December.
    4. Farias Nazário, Rodolfo Toríbio & e Silva, Jéssica Lima & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2017. "A literature review of technical analysis on stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 115-126.
    5. Stefán B. Gunnlaugsson, 2018. "Trading Rules On A Small Stock Market," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 46-55, March.
    6. Ratner, Mitchell & Leal, Ricardo P. C., 1999. "Tests of technical trading strategies in the emerging equity markets of Latin America and Asia," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1887-1905, December.
    7. Thomas Delcey, 2019. "Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise [Samuelson vs Fama sur l’efficience informationnelle des marchés financiers : le point de vue de l’expertise]," Post-Print hal-01618347, HAL.
    8. Hamelin, Nicolas & Bonelli, Marco I., 2022. "Traders’ anticipatory feelings and traders’ profitability: An exploratory study," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
    9. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2025. "On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance," Journal of Empirical Finance, Elsevier, vol. 83(C).
    10. Milionis, Alexandros E., 2007. "Efficient capital markets: A statistical definition and comments," Statistics & Probability Letters, Elsevier, vol. 77(6), pages 607-613, March.
    11. B.S. Bodla, 2005. "Efficiency of the Indian Capital Market: An Empirical Work," Vision, , vol. 9(3), pages 55-63, July.
    12. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
    13. Yi-Chi Tsai & Cheng-Yih Hong, 2017. "The Application of Genetic Programming on the Stock Movement Forecasting System," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 68-73.
    14. Yudhvir Seetharam, 2013. "Do Mutual Funds Attract the Right Investor? A Stochastic Dominance Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 5(12), pages 905-914.
    15. Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-23.
    16. Antônio André Cunha Callado & Carla Renata Silva Leitão, 2018. "Dynamics of Stock Prices and Market Efficiency," International Business Research, Canadian Center of Science and Education, vol. 11(6), pages 29-40, June.
    17. Nauzer Balsara & Jason Chen & Lin Zheng, 2009. "Profiting from a contrarian application of technical trading rules in the US stock market," Journal of Asset Management, Palgrave Macmillan, vol. 10(2), pages 97-123, June.
    18. Walid Omrane & Hervé Oppens, 2006. "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, vol. 30(4), pages 947-971, January.
    19. Vasilios Sogiakas, 2017. "Efficiency of the UK Stock Exchange," Journal of Risk & Control, Risk Market Journals, vol. 4(1), pages 51-69.
    20. Turner, John D., 2014. "Financial history and financial economics," QUCEH Working Paper Series 14-03, Queen's University Belfast, Queen's University Centre for Economic History.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finana:v:13:y:2004:i:2:p:217-225. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/620166 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.