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John Andrew Anderson

Not to be confused with: John Edwin Anderson

Personal Details

First Name:John
Middle Name:Andrew
Last Name:Anderson
Suffix:
RePEc Short-ID:pan401
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

(02)6773 2735
(02)6773 3205
Armidale NSW 2352
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

(067) 73 2432
(067) 73 3596
ARMIDALE NSW 2351
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.
  2. John Anderson & Robert Faff, 2004. "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1067-1073.

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.

  2. John Anderson & Robert Faff, 2004. "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1067-1073.

    Cited by:

    1. Scholz, Peter, 2012. "Size matters! How position sizing determines risk and return of technical timing strategies," CPQF Working Paper Series 31, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).

More information

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Co-authorship network on CollEc

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