The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
- Stephan Schulmeister, 2007. "Performance of Technical Trading Systems in the Yen/Dollar Market," WIFO Working Papers 291, WIFO.
- Shangkun Deng & Kazuki Yoshiyama & Takashi Mitsubuchi & Akito Sakurai, 2015. "Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 49-89, January.
- Andreas Gronlund & Il Gu Yi & Beom Jun Kim, 2012. "Fractal Profit Landscape of the Stock Market," Papers 1205.0505, arXiv.org.
- Stephan Schulmeister, 2007. "Manic-depressive Price Fluctuations in the Financial Market – How Does the "Invisible Hand" Do it?," WIFO Working Papers 305, WIFO.
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KeywordsTechnical trading; stock price dynamics; momentum effect; reversal effect;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-08-27 (All new papers)
- NEP-MST-2007-08-27 (Market Microstructure)
- NEP-RMG-2007-08-27 (Risk Management)
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