The profitability of technical analysis: A review

CH Park, SH Irwin - 2004 - papers.ssrn.com
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 …

The profitability of moving average trading rules in South Asian stock markets

A Gunasekarage, DM Power - Emerging markets review, 2001 - Elsevier
Two studies published in the last decade (Brock et al., 1992; Hudson et al., 1996) uncover
evidence that technical trading rules have predictive ability with respect to market indices in …

Disentangling equity return regularities: New insights and investment opportunities

BI Jacobs, KN Levy - Financial Analysts Journal, 1988 - Taylor & Francis
Stock market phenomena such as the January and low pricelearnings ratio effects entice
investors with prospects of extraordinary returns. Most previous stock market anomaly …

Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets

H Yu, GV Nartea, C Gan, LJ Yao - International Review of Economics & …, 2013 - Elsevier
This study investigates whether the moving average and trading range breakout rules can
forecast stock price movements and outperform a simple buy-and-hold strategy after …

Earnings forecasting in a global stock selection model and efficient portfolio construction and management

JB Guerard Jr, H Markowitz, GL Xu - International Journal of Forecasting, 2015 - Elsevier
Stock selection models often use analysts' expectations, momentum, and fundamental data.
We find support for composite modeling using these sources of data for global stocks during …

[BOOK][B] Dual Momentum Investing

G Antonacci - 2014 - comintel.com
50 Stock Portfolio 100 Stock Portfolio 150 Stock Portfolio 200 Stock Portfolio 250 Stock
Portfolio 300 Stock Portfolio 500 Stock Universe 1 month hold 17.0% 14.4% 13.6% 12.7 …

Financial anomalies in portfolio construction and management

H Markowitz, J Guerard, G Xu… - The Journal of Portfolio …, 2021 - jpm.pm-research.com
Financial anomalies have been studied in the United States. Recent evidence suggests that
financial anomalies have diminished in the United States and possibly in non-US portfolios …

[BOOK][B] Introduction to financial forecasting in investment analysis

JB Guerard Jr - 2013 - books.google.com
Forecasting—the art and science of predicting future outcomes—has become a crucial skill
in business and economic analysis. This volume introduces the reader to the tools, methods …

Earnings forecasts and revisions, price momentum, and fundamental data: Further explorations of financial anomalies

J Guerard, A Mark - Handbook of financial econometrics …, 2021 - World Scientific
Earnings forecasting data has been a consistent, and highly statistically significant, source of
excess returns. This chapter discusses a composite model of earnings forecasts, revisions …

[PDF][PDF] Profitability of trading system for cryptocurrency

SW Kim - Journal of Digital Contents Society, 2021 - journal.dcs.or.kr
Despite the legal debate over Bitcoin as a digital currency, prices have soared in
cryptocurrency markets. This study focused on" Can we find a profitable Bitcoin investment …