Two ex-ante variables are introduced to characterize the analysts' biased behavior, namely the analysts' disagreement and self-selection in analysts' earnings forecasts. The study investigates the impact of the analysts' disagreement and self-selection on the stock returns. A theoretical...

Technical Analysis -- Preprocessing Procedures -- Assessing the Predictive Performance of Technical Analysis -- Horizontal Patterns -- Zigzag Patterns -- Circular Patterns -- Technical Indicators -- A Statistical Assessment -- Dynamic Time Warping for Pattern Recognition.

There have been wide applications of trend following based trading system in the real world. The traditional methods include 5 days moving average, 20 days moving average, 200 days moving average and so on. If the midterm market trend is the biggest concern, 20 days and 50 days moving averages...

The active shares of traditional value style indexes are dominated by industry bets. They also capture less than the entire value premium; because they weight constituents on the basis of capitalization, they tend to hold large positions in overpriced stocks and small positions in underpriced...

The research is undertaken for urgency investigate to understanding investment strategic through working role of technical analysis in order to obtain more optimal return in investment and decreasing investment risk aversion (capital loss). The novelty this Research was analyzed statistically by...

The active shares of traditional value style indices are dominated by industry bets. They also capture less than the entire value premium because, weighting constituents on the basis of capitalization, they tend to hold large positions in overpriced stocks and small positions in underpriced...