References
- Acar , E. 1993 . Economic evaluation of financial forecasting , London : City University . PhD Thesis
- Alexander , S. 1961 . Price movements in speculative markets: trends or random walks . Industrial Management Review , 2 : 7 – 26 .
- Blume , L. , Easley , D. and O'Hara , M. 1994 . Market statistics and technical analysis: the role of volume . Journal of Finance , 49 : 153 – 181 .
- Brock , W. , Lakonishok , J. and LeBaron , B. 1992 . Simple technical rules and the stochastic properties of stock returns . Journal of Finance , 47 : 1731 – 1764 .
- Corrado , C. J. and Lee , S. H. 1992 . Filter rule tests of the economic significance of serial dependencies in daily stock returns . Journal of Financial Research , 15 ( 4 ) : 369 – 387 .
- Donchian , R. D. 1957 . “ Trends following methods in commodity analysis ” . In Commodity Year Book 1957
- Goodhart , C. A. E. and Curcio , R. July 1992 . When support/resistance levels are broken, can profits be made? Evidence from the foreign exchange market , LSE Financial Markets Group Discussion Paper Series, L. 142 July ,
- Hamilton , J. D. 1989 . A new approach to the economic analysis of nonstationary time series and the business cycle . Econometrica , 57 : 357 – 384 .
- Knight , J. , Satchell , S. and Tran , K. 1995 . Statistical modelling of asymmetric risk in asset returns . Applied Mathematical Finance , 1 ( 2 ) : 155 – 172 .
- LeBaron , B. 1991 . Technical trading rules and regime shifts in foreign exchange , Working Paper 9118 University of Wisconsin, Social Science Research .
- LeBaron , B. 1992 . Do moving average trading rule results imply nonlinearities in foreign exchange markets , Working Paper 9222 University of Wisconsin, Social Science Research .
- Levich , R. M. and Thomas , L. R. 1993 . The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach . Journal of International Money and Finance , 12 : 451 – 474 .
- Leuthold , R. M. , Garcia , P. and Lu , R. 1994 . The returns and forecasting ability of large traders in the frozen pork bellies futures market . Journal of Business , 67 ( 3 ) : 459 – 471 .
- Neftci , S. N. 1991 . Naive trading rules in ?nancial markets and Wiener-Kolmogorov prediction theory: a study of ‘echnical analysis’ . Journal of Business , 64 : 549 – 571 .
- Silber , W. 1994 . Technical trading: when it works and when it doesn't . Journal of Derivatives , 1 : 39 – 44 . Spring
- Taylor , S. J. 1994 . Trading futures using the channel rule: a study of the predictive power of technical analysis with currency examples . Journal of Futures Markets , 14 ( 2 ) : 215 – 235 .