The purpose of this report is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups," early" and" modern" studies …

Stock market phenomena such as the January and low pricelearnings ratio effects entice
investors with prospects of extraordinary returns. Most previous stock market anomaly …

We test for the presence of low-dimensional chaotic structure in crude oil, heating oil, and
unleaded gasoline futures prices from the early 1980s. Evidence on chaos will have …

Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a
firm grounding in the key principles and methods of understanding volatility measurement …

In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

We conduct tests for the presence of low‐dimensional chaotic structure in the futures prices
of four important agricultural commodities. Though there is strong evidence of non‐linear …

The primary hypothesis of this article is that technical modeling methods may represent
crude but useful ways of exploring nonlinear qualities in data. More specifically, it is …

Corporate valuation using multiples is one of the most popular corporate valuation
approaches. In this book, the different steps of this valuation approach such as the selection …

This article tests for the presence of low-dimensional chaos in the coffee, cocoa and sugar
futures markets. While it finds strong evidence of non-linear dependence in the returns, the …

This paper tests for and provides evidence of nonlinear dependencies in palladium and
platinum futures prices. The results indicate that ARCH-type processes, with controls for …