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Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria

  • Alessandro Beber

Lo studio e l'interpretazione del comportamento manifestato dai mercati finanziari non risulta compatibile con i modelli di mercato proposti dall'economia finanziaria. In quanto segue, attraverso una rassegna del dibattito teorico e delle verifiche empiriche, si illustrerà come l'approccio operativo dell'analista tecnico possa fornire promettenti spunti interpretativi, con particolare riferimento alla presenza di elementi di non linearità e di cambio di regime nelle quotazioni

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Paper provided by Department of Computer and Management Sciences, University of Trento, Italy in its series Alea Tech Reports with number 003.

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Length: 36 pages
Date of creation: Mar 1999
Date of revision: 14 Jun 2008
Handle: RePEc:trt:aleatr:003
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  2. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
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  9. Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(04), pages 405-426, December.
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  11. Jensen, Michael C., 1978. "Some anomalous evidence regarding market efficiency," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 95-101.
  12. Sweeney, Richard J., 1988. "Some New Filter Rule Tests: Methods and Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(03), pages 285-300, September.
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  17. Taylor, Stephen J, 1992. "Rewards Available to Currency Futures Speculators: Compensation for Risk or Evidence of Inefficient Pricing?," The Economic Record, The Economic Society of Australia, vol. 0(0), pages 105-16, Supplemen.
  18. Sweeney, Richard J, 1986. " Beating the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 41(1), pages 163-82, March.
  19. repec:att:wimass:9118 is not listed on IDEAS
  20. Blake LeBaron, . "Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange?," Working papers _005, University of Wisconsin - Madison.
  21. Cheng, Pao L & Deets, M King, 1971. "Portfolio Returns and the Random Walk Theory," Journal of Finance, American Finance Association, vol. 26(1), pages 11-30, March.
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