IDEAS home Printed from https://ideas.repec.org/r/eee/quaeco/v66y2017icp115-126.html
   My bibliography  Save this item

A literature review of technical analysis on stock markets

Citations

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


Cited by:

  1. Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021. "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  2. Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022. "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 749-791, August.
  3. Salma Khand & Vivake Anand & Mohammad Nadeem Qureshi, 2020. "The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-38, March.
  4. L.J. Basson & Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2022. "Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 84-95, March.
  5. Chung, Chien-Ping & Chien, Cheng-Yi & Huang, Chia-Hsin & Lee, Hsiu-Chuan, 2021. "Foreign institutional ownership and the effectiveness of technical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 86-96.
  6. Htet Htet Htun & Michael Biehl & Nicolai Petkov, 2024. "Forecasting relative returns for S&P 500 stocks using machine learning," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-16, December.
  7. Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020. "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 749-763, October.
  8. Peter Vaz da Fonseca & Andrea Decourt Savelli & Michele Nascimento Juca, 2020. "A Systematic Review of the Influence of Taxation on Corporate Capital Structure," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 155-178.
  9. Rohitash Chandra & Yixuan He, 2021. "Bayesian neural networks for stock price forecasting before and during COVID-19 pandemic," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-32, July.
  10. Traianos-Ioannis Theodorou & Alexandros Zamichos & Michalis Skoumperdis & Anna Kougioumtzidou & Kalliopi Tsolaki & Dimitris Papadopoulos & Thanasis Patsios & George Papanikolaou & Athanasios Konstanti, 2021. "An AI-Enabled Stock Prediction Platform Combining News and Social Sensing with Financial Statements," Future Internet, MDPI, vol. 13(6), pages 1-22, May.
  11. Eduardo C. Oliveira & Michele N. Juca, 2021. "Multinational Dividend Policies: A Systematic Literature Review to Future," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 442-465.
  12. Camillo Lento & Nikola Gradojevic, 2022. "The Profitability of Technical Analysis during the COVID-19 Market Meltdown," JRFM, MDPI, vol. 15(5), pages 1-19, April.
  13. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
  14. Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
  15. Hu, Shicheng & Zhang, Weijie & Li, Danping & Wu, Bing, 2023. "Incorporating improved directional change and regime change detection to formulate trading strategies in foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
  16. Santos, André A.P. & Torrent, Hudson S., 2022. "Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals," Finance Research Letters, Elsevier, vol. 49(C).
  17. Gruszka, Jarosław & Szwabiński, Janusz, 2021. "Advanced strategies of portfolio management in the Heston market model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
  18. Kevin Rink, 2023. "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 403-456, December.
  19. Marco Corazza & Claudio Pizzi & Andrea Marchioni, 2024. "A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization," Computational Management Science, Springer, vol. 21(1), pages 1-29, June.
  20. Xiaoye Jin, 2022. "Evaluating the predictive power of intraday technical trading in China's crude oil market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1416-1432, November.
  21. Abudy, Menachem Meni & Kaplanski, Guy & Mugerman, Yevgeny, 2024. "Market timing with moving average distance: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
  22. Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
  23. Faizal Hafiz & Jan Broekaert & Davide Torre & Akshya Swain, 2024. "A multi-criteria approach to evolve sparse neural architectures for stock market forecasting," Annals of Operations Research, Springer, vol. 336(1), pages 1219-1263, May.
  24. Leandro Maciel, 2020. "Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model," Empirical Economics, Springer, vol. 58(4), pages 1513-1540, April.
  25. Hu, Chunhua & Feng, Huarong, 2024. "Kinetic model for asset allocation with strategy switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 636(C).
  26. Treena Basu & Olaf Menzer & Joshua Ward & Indranil SenGupta, 2022. "A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series," Risks, MDPI, vol. 10(2), pages 1-16, February.
  27. Chang Liu & Sandra Paterlini, 2023. "Stock Price Prediction Using Temporal Graph Model with Value Chain Data," Papers 2303.09406, arXiv.org.
  28. Panopoulou, Ekaterini & Souropanis, Ioannis, 2019. "The role of technical indicators in exchange rate forecasting," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 197-221.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.