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Technical Analysis And Stock Market Efficiency

Author

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  • Goldberg, Michael
  • Schulmeister, Stephen

Abstract

No abstract is available for this item.

Suggested Citation

  • Goldberg, Michael & Schulmeister, Stephen, 1988. "Technical Analysis And Stock Market Efficiency," Working Papers 88-21, C.V. Starr Center for Applied Economics, New York University.
    • Handle: RePEc:cvs:starer:88-21
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    Cited by:

    1. Andreas Thomann, 2021. "Multi-asset scenario building for trend-following trading strategies," Annals of Operations Research, Springer, vol. 299(1), pages 293-315, April.
    2. Stephan Schulmeister, 2001. "Profitability and Price Effects of Technical Currency Trading," WIFO Working Papers 140, WIFO.
    3. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
    4. Schulmeister, Stephan, 2009. "Profitability of technical stock trading: Has it moved from daily to intraday data?," Review of Financial Economics, Elsevier, vol. 18(4), pages 190-201, October.
    5. Stephan Schulmeister, 2000. "Technical Analysis and Exchange Rate Dynamics," WIFO Studies, WIFO, number 25857, April.
    6. Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.

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