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How exactly do markets adapt? : evidence from the moving average rule in three developed markets

Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147

Persistent link: https://www.econbiz.de/10011475180

Momentum effects in China : a review of the literature and an empirical explanation of prevailing controversies

Yunlin Yang; Ge̜bka, Bartosz; Hudson, Robert - In: Research in international business and finance 47 (2019), pp. 78-101

Persistent link: https://www.econbiz.de/10012135515

The benefits of combining seasonal anomalies and technical trading rules

Ge̜bka, Bartosz; Hudson, Robert; Atanasova, Christina V. - In: Finance research letters 14 (2015), pp. 36-44

Persistent link: https://www.econbiz.de/10011552592

The implications of high-frequency trading on market efficiency and price discovery

Manahov, Viktor; Hudson, Robert - In: Applied economics letters 21 (2014) 16/18, pp. 1148-1151

Persistent link: https://www.econbiz.de/10010465805

Sampling frequency and the performance of different types of technical trading rules

Hudson, Robert; McGroarty, Frank; Urquhart, Andrew - In: Finance research letters 22 (2017), pp. 136-139

Persistent link: https://www.econbiz.de/10011808000

The implication of trader cognitive abilities on stock market properties

Manahov, Viktor; Soufian, Mona; Hudson, Robert - In: Intelligent systems in accounting finance and … 21 (2014) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10010339793

The predictive ability and profitability of technical trading rules : does company size matter?

Bokhari, Jawaad; Cai, Charlie X.; Hudson, Robert; … - In: Economics letters 86 (2005) 1, pp. 21-27

Persistent link: https://www.econbiz.de/10002516148

Efficient or adaptive markets? : evidenve from major stock markets using very long run historic data

Urquhart, Andrew; Hudson, Robert - In: International review of financial analysis 28 (2013), pp. 130-142

Persistent link: https://www.econbiz.de/10009762687

Does high frequency trading affect technical analysis and market efficiency? : and if so, how?

Manahov, Viktor; Hudson, Robert; Ge̜bka, Bartosz - In: Journal of international financial markets, … 28 (2014), pp. 131-157

Persistent link: https://www.econbiz.de/10010411573

An Empirical Study of the Cross Market Efficiency of the Index Options Market : A Case Study from the Italian Derivatives Market

El Kalak, Izidin - 2018

This study examines the cross-market efficiency of the FTSE/MIB index options contracts traded on the Italian derivatives market (IDEM) between 1st October 2007 and 31st December 2012, a period including the financial crisis, using daily option prices. Two fundamental no-arbitrage conditions are...

Persistent link: https://www.econbiz.de/10012930043