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Applied Economics Letters Volume 18, 2011 - Issue 14
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Original Articles

Using VIX data to enhance technical trading signals

James Kozyra Faculty of Business Administration, Lakehead University, 955 Oliver Road, Thunder Bay, ON, P7B 5E1, Canada
&
Camillo Lento Faculty of Business Administration, Lakehead University, 955 Oliver Road, Thunder Bay, ON, P7B 5E1, CanadaCorrespondence[email protected]
Pages 1367-1370 | Published online: 16 Mar 2011

Citations (13)

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Thorben Manfred Lubnau & Neda Todorova. (2015) The calm after the storm: implied volatility and future stock index returns. The European Journal of Finance 21:15, pages 1282-1296.
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Articles from other publishers (12)

VDMV Lakshmi, Garima Sisodia, Anto Joseph & Aviral Kumar Tiwari. (2023) The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods . International Journal of Finance & Economics.
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Safwan Mohd Nor, Nur Haiza Muhammad Zawawi, Guneratne Wickremasinghe & Zairihan Abdul Halim. (2023) Is Technical Analysis Profitable on Renewable Energy Stocks? Evidence from Trend-Reinforcing, Mean-Reverting and Hybrid Fractal Trading Systems. Axioms 12:2, pages 127.
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Camillo Lento & Nikola Gradojevic. (2022) The Profitability of Technical Analysis during the COVID-19 Market Meltdown. Journal of Risk and Financial Management 15:5, pages 192.
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Paloma Vanni Cainelli, Antonio Carlos Figueiredo Pinto & Marcelo Cabús Klötzle. (2021) Study on the relationship between the IVol-BR and the future returns of the Brazilian stock market,. Revista Contabilidade & Finanças 32:86, pages 255-272.
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Ling Xin, Kin Lam & Philip L.H. Yu. (2019) Effectiveness of filter trading as an intraday trading rule. Studies in Economics and Finance 38:3, pages 659-674.
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Tzu‐Pu Chang. (2019) Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns. International Review of Finance 21:1, pages 336-344.
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Sha Zhu, Qiuhong Liu, Yan Wang, Yu Wei & Guiwu Wei. (2019) Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?. Physica A: Statistical Mechanics and its Applications 536, pages 122567.
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Min-Yuh Day, Yensen Ni & Paoyu Huang. (2019) Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. Physica A: Statistical Mechanics and its Applications 525, pages 349-372.
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Chaoqun Ma, Danyan Wen, Gang‐Jin Wang & Yong Jiang. (2017) Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market. International Review of Finance 19:2, pages 413-433.
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Gaurav Jadhao & Abhijeet Chandra. (2017) Application of VIX and entropy indicators for portfolio rotation strategies. Research in International Business and Finance 42, pages 1367-1371.
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Camillo Lento & Nikola Gradojevic. 2015. The Handbook of High Frequency Trading. The Handbook of High Frequency Trading 347 357 .
Imlak Shaikh & Puja Padhi. (2014) The forecasting performance of implied volatility index: evidence from India VIX. Economic Change and Restructuring 47:4, pages 251-274.
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