Testing the CRISMA trading system: evidence from the UK market

A Goodacre, J Bosher, A Dove - Applied Financial Economics, 1999 - Taylor & Francis
A number of recent studies on technical analysis using individual measures such as filter
rules, moving averages and trading range break-out have provided a measure of support for …

Some evidence in support of stock market bubbles

E Renshaw - Financial Analysts Journal, 1990 - Taylor & Francis
After the publication of Cootner's collection of papers on The Random Character of Stock
Market Prices in 1964 and Fama's article on" Efficient Capital Markets" in 1970, it became …

资本市场非线性理论研究综述与展望

崔鑫, 邵芸, 王宗军 - 管理科学学报, 2004 - cqvip.com
资本市场种种" 异象" 的涌现和大量实证研究结果表明, 有效市场假说和以之为基础的现代资本
市场理论体系与资本市场的实际情况存在着矛盾和冲突, 在此背景下出现了一些研究资本市场的 …

Adaptif piyasalar hipotezinin Borsa İstanbul 100 endeksinde test edilmesi

F Köse İçigen - 2020 - acikbilim.yok.gov.tr
Adaptif piyasalar hipotezi, etkin piyasalar hipotezi ile davranışsal finansı birleştiren bütüncül
yaklaşımıyla son dönemde yoğun ilgi gören teorilerden birisidir. Adaptif piyasalar hipotezine …

Forward Hedging the Exchange Risks of US Equity Investments in the UK, Germany and France

O Varela, A Naka - Financial Review, 1997 - Wiley Online Library
This paper simulates forward hedging of foreign exchange risks for US investments in UK,
German and French equities. Rolling OLS and SUR regressions are used to obtain monthly …

The rationality model revisited

EF Renshaw - The Journal of Futures Markets (1986-1998), 1988 - search.proquest.com
The Rationality Model Revisited Page 1 The Rationality Model Revisited Edward F. Renshaw
A: portion of Henry Latane's life as a professor of finance was devoted to the promotion of the …

A Consensus Approach to the Determination of Not-So-Good Years to Own Common Stock

E Renshaw - Financial Analysts Journal, 1989 - Taylor & Francis
Consensus forecasts are more accurate than most predictions and will sometimes have a
better track record than virtually all forecasting systems based on individual records or …

[CITATION][C] What works on Wall Street: A guide to the best-performing investment strategies of all time

JP O'Shaughnessy - (No Title), 1998 - cir.nii.ac.jp
What works on Wall Street : a guide to the best-performing investment strategies of all time |
CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ …

[CITATION][C] Investment Performance of Equity Shares

HO Chaturvedi - 1999 - Anmol Publications PVT. LTD.