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Technical Trading Rule Profitability in Currencies : It’s All About Momentum
Hutchinson, Mark C.; Kyziropoulos, Panagiotis; O'Brien, John - 2022
Recent academic and practitioner attention has focused on currency momentum. In this paper we replicate technical …
Persistent link: https://www.econbiz.de/10013306863
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Lessons from the evolution of foreign exchange trading strategies
Neely, Christopher J.; Weller, Paul A. - In: Journal of banking & finance 37 (2013) 10, pp. 3783-3798
Persistent link: https://www.econbiz.de/10010126822
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Further evidence on the returns to technical trading rules : insights from fourteen currencies
Dockery, Everton; Todorov, Ivan - In: Journal of multinational financial management 69 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014440162
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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
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How profitable is the Indian stock market?
Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Sharma, … - In: Pacific-Basin finance journal 30 (2014), pp. 44-61
Persistent link: https://www.econbiz.de/10010495686
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Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67
Persistent link: https://www.econbiz.de/10010201509
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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
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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
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Technical Trading, Predictability and Learning in Currency Markets
Potì, Valerio - 2013
This paper studies predictability of currency returns over time and the extent to which it is captured by trading rules … commonly used in currency markets. We consider the strategies that an investor endowed with rational expectations could have … pursued to exploit out-of-sample currency predictability and generate abnormal returns. We find a close relation between these …
Persistent link: https://www.econbiz.de/10013091728
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Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates
Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of capital markets studies 6 (2022) 1, pp. 6-32
Purpose - The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy-hold strategy in Bitcoin exchange rate returns. Design/methodology/approach - The study tests the technical trading rule of fixed moving average...
Persistent link: https://www.econbiz.de/10012887325