Predicting movement of stock of “Y” using Sutte Indicator

References

• Abbey, B. S., & Doukas, J. A. (2012). Is technical analysis profitable forindividual currency traders? The Journal of Portfolio Management, 39, 142–150. doi:10.3905/jpm.2012.39.1.142
   Web of Science ®Google Scholar
• Achellis, S. B. (2001). Technical analysis from A to Z (2nd ed.). New York, NY: McGraw-Hill Company.
   Google Scholar
• Ahmar, A. S. (2015). Sutte Indicator. Retrieved from https://ssrn.com/abstract=2846923
   Google Scholar
• Ahmar, A. S. (2017). Sutte Indicator: A technical indicator in stock market. International Journal of Economics and Financial Issues, 7, 223–226. Retrieved from https://www.econjournals.com/index.php/ijefi/article/view/3323
   Google Scholar
• Barro, R. J. (1990). The stock market and investment. Review of Financial Studies, 3, 115–131. doi:10.1093/rfs/3.1.115
   Web of Science ®Google Scholar
• Chan, R. H., Fu, S. T., Lee, H., & Wong, W.-K. (2014). Technical analysis and financial asset forecasting: From simple tools to advanced techniques. World Scientific Publishing.10.1142/8625
   Google Scholar
• Fisher, L., & Lorie, J. H. (1964). Rates of return on investments in common stocks. The Journal of Business, 37(1), 1–21. Retrieved from https://www.jstor.org/stable/2351197
   Web of Science ®Google Scholar
• Gencay, R., & Stengos, T. (1998). Moving average rules, volume and the predictability of security returns with feed forward networks. Journal of Forecasting, 17, 401–414.10.1002/(ISSN)1099-131X
   Web of Science ®Google Scholar
• Han, Y., Yang, K., & Zhou, G. (2013). A new anomaly: The cross-sectional profitability of technical analysis. Journal of Financial and Quantitative Analysis, 48, 1433–1461. doi:10.1017/S0022109013000586
   Web of Science ®Google Scholar
• Hwang, M., & Cheng, J. F. L. (2010). Definition of “Investment”—A voice from the eye of the storm. Asian Journal of International Law, 1. doi:10.1017/S2044251310000378
   Google Scholar
• Lai, H.-W., Chen, C.-W., & Huang, C.-S. (2010). Technical analysis, investment psychology, and liquidity provision: Evidence from the Taiwan stock market. Emerging Markets Finance and Trade, 46, 18–38. doi:10.2753/REE1540-496X460502
   Web of Science ®Google Scholar
• Loh, E. Y. L. (2007). An alternative test for weak form efficiency based on technical analysis. Applied Financial Economics, 17, 1003–1012. doi:10.1080/09603100600749352
   Google Scholar
• McKenzie, M. (2007). Technical trading rules in emerging markets and the 1997 Asian currency crises. Emerging Markets Finance and Trade, 43, 46–73. doi:10.2753/REE1540-496X430403
   Web of Science ®Google Scholar
• Mengoli, S. (2004). On the source of contrarian and momentum strategies in the Italian equity market. International Review of Financial Analysis, 13, 301–331. doi:10.1016/j.irfa.2004.02.012
   Google Scholar
• Metghalchi, M., Chang, Y.-H., & Garza-Gomez, X. (2011). Technical analysis of the Taiwanese stock market. International Journal of Economics and Finance, 4, 90. doi:10.5539/ijef.v4n1p90
   Google Scholar
• Minitab. (2016). What Are MAPE, MAD, and MSD? Retrieved from https://support.minitab.com/en-us/minitab/17/topic-library/modeling-statistics/time-series/time-series-models/what-are-mape-mad-and-msd/
   Google Scholar
• Neely, C. J., & Weller, P. A. (2011). Technical analysis in the foreign exchange market (2011–001B). St. Louis. Retrieved from https://research.stlouisfed.org/wp/2011/2011-001.pdf
   Google Scholar
• Nithya, J., & Thamizhchelvan, G. (2014). Effectiveness of technical analysis in banking sector of equity market. IOSR Journal of Business and Management (IOSR-JBM),16, 20–28. Retrieved from https://www.iosrjournals.org/iosr-jbm/papers/Vol16-issue7/Version-5/C016752028.pdf10.9790/487X
   Google Scholar
• Panyagometh, K., & Soonsap, P. (2012). MACD BASED DOLLAR COST AVERAGING STRATEGY: Lessons from long term equity funds in Thailand. Economics and Finance Review, 2, 77–84. Retrieved from https://www.businessjournalz.org/articlepdf/EFR-2606aug2(6)12g.pdf
   Google Scholar
• Polk, C., & Sapienza, P. (2009). The stock market and corporate investment: A test of catering theory. Review of Financial Studies, 22, 187–217. doi:10.1093/rfs/hhn030
   Web of Science ®Google Scholar
• Pring, M. J. (1991). Technical analysis explained. New York, NY: McGraw-Hill.
   Google Scholar
• Suresh, A. S. (2013). A study on fundamental and technical analysis. International Journal of Marketing, Financial Services & Management Research, 2, 44–59.
   Google Scholar
• Titman, S., John Wei, K. C., & Xie, F. (2004). Capital investments and stock returns. The Journal of Financial and Quantitative Analysis, 39, 677–700. Retrieved from https://www.jstor.org/stable/30031881
   Web of Science ®Google Scholar
• Vasiliou, D., Eriotis, N., & Papathanasiou, S. (2006). How rewarding is technical analysis? Evidence from Athens Stock Exchange. Operational Research, 6, 85–102. doi:10.1007/BF02941226
   Google Scholar
• Zhu, Y., & Zhou, G. (2009). Technical analysis: An asset allocation perspective on the use of moving averages. Journal of Financial Economics, 92, 519–544. doi:10.1016/j.jfineco.2008.07.002
   Web of Science ®Google Scholar