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Citation list. APA style:

Technical analysis research papers:

Bauer, R. J., & Dahlquist, J. R. (2001). Market Timing and Roulette Wheels. Financial Analysts Journal, 57(1), 28–40. doi:10.2469/faj.v57.n1.2417

Berardi, M. (2011). Fundamentalists vs. chartists: Learning and predictor choice dynamics. Journal of Economic Dynamics and Control, 35(5), 776–792. doi:10.1016/j.jedc.2011.01.010

Bessembinder, H., & Chan, K. (1998). Market Efficiency and the Returns to Technical Analysis. Financial Management, 27(2), 5. doi:10.2307/3666289

Brown, D. P. (1989). On technical analysis. Review of Financial Studies, 2(4), 527–551. doi:10.1093/rfs/2.4.527

Chen, C.-W., Huang, C.-S., & Lai, H.-W. (2009). The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets. Journal of Asian Economics, 20(5), 580–591. doi:10.1016/j.asieco.2009.07.008

Chinn, M., & Frankel, J. (1994). Patterns in exchange rate forecasts for 25 currencies (No. w3807). National Bureau of Economic Research.

Chiung-Hon Leon Lee, Alan Liu, & Wen-Sung Chen. (2006). Pattern discovery of fuzzy time series for financial prediction. IEEE Transactions on Knowledge and Data Engineering, 18(5), 613–625. doi:10.1109/TKDE.2006.80

Criticisms of Technical Analysis. (n.d.). The FX View. Retrieved from http://thefxview.com/2013/05/23/criticisms-of-technical-analysis/

Dahlquist, J. R. (2005). Trading currencies using moving averages – trend following versus contrarian strategies. Managerial Finance, 31(5), 60–66. doi:10.1108/03074350510769677

Edwards, R. D. (2013). Technical analysis of stock trends (10th ed.). Boca Raton: Taylor & Francis.

Farmer, J. D., & Joshi, S. (2002). The price dynamics of common trading strategies. Journal of Economic Behavior & Organization, 49(2), 149–171. doi:10.1016/S0167-2681(02)00065-3

FernÁndez-RodrÍguez, F., Sosvilla-Rivero, S., & Andrada-FÉlix, J. (2003). Technical analysis in foreign exchange markets: evidence from the EMS. Applied Financial Economics, 13(2), 113–122. doi:10.1080/09603100210100891

Frankel, J., & Froot, K. (1990). Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market (No. w3470). National Bureau of Economic Research.

Friesen, G. C., Weller, P. A., & Dunham, L. M. (2009). Price trends and patterns in technical analysis: A theoretical and empirical examination. Journal of Banking & Finance, 33(6), 1089–1100. doi:10.1016/j.jbankfin.2008.12.010

Guillaume, D. M., Dacorogna, M. M., Davé, R. R., Müller, U. A., Olsen, R. B., & Pictet, O. V. (1997). From the bird’s eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets. Finance and Stochastics, 1(2), 95–129. doi:10.1007/s007800050018

Horton, M. J. (2009). Stars, crows, and doji: The use of candlesticks in stock selection. The Quarterly Review of Economics and Finance, 49(2), 283–294. doi:10.1016/j.qref.2007.10.005

Kamo, T., & Dagli, C. (2009). Hybrid approach to the Japanese candlestick method for financial forecasting. Expert Systems with Applications, 36(3), 5023–5030. doi:10.1016/j.eswa.2008.06.050

LeBaron, B. (1999). Technical trading rule profitability and foreign exchange intervention. Journal of International Economics, 49(1), 125–143. doi:10.1016/S0022-1996(98)00061-0

Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. The Journal of Finance, 55(4), 1705–1770. doi:10.1111/0022-1082.00265

MacDonald, R. (2000). Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say. Journal of Economic Surveys, 14(1), 69–100. doi:10.1111/1467-6419.00105

Malkiel, B. G. (2003). The Efficient Market Hypothesis and Its Critics. Journal of Economic Perspectives, 17(1), 59–82. doi:10.1257/089533003321164958

Manahov, V., Hudson, R., & Gebka, B. (2014). Does high frequency trading affect technical analysis and market efficiency? And if so, how? Journal of International Financial Markets, Institutions and Money, 28, 131–157. doi:10.1016/j.intfin.2013.11.002

Mark, NC. (1995). Exchange rates and fundamentals: Evidence on long-horizon predictability. The American Economic Review, 85(1), 201–218.

Marshall, B. R. (2005). Candlestick technical trading strategies : can they create value for investors? : a thesis presented in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance. Massey University, Palmerston North, New Zealand.

Marshall, B. R., & Cahan, R. H. (2005). Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? Research in International Business and Finance, 19(3), 384–398. doi:10.1016/j.ribaf.2005.05.001

Menkhoff, L. (2010). The use of technical analysis by fund managers: International evidence. Journal of Banking & Finance, 34(11), 2573–2586. doi:10.1016/j.jbankfin.2010.04.014

Neely, C. J., & Weller, P. A. (2003). Intraday technical trading in the foreign exchange market. Journal of International Money and Finance, 22(2), 223–237. doi:10.1016/S0261-5606(02)00101-8

Oberlechner, T. (2001). Importance of technical and fundamental analysis in the European foreign exchange market. International Journal of Finance & Economics, 6(1), 81–93. doi:10.1002/ijfe.145

Papadamou, S., & Tsopoglou, S. (2001). Investigating the profitability of technical analysis systems on foreign exchange markets. Managerial Finance, 27(8), 63–78. doi:10.1108/03074350110767349

Park, C.-H. (2005). The profitability of technical trading rules in United States futures markets (Ph.D.). University of Illinois at Urbana-Champaign, United States — Illinois. Retrieved from http://search.proquest.com.ezproxy.waikato.ac.nz/docview/305001692/abstract?accountid=17287

Park, C.-H., & Irwin, S. H. (2007). WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? Journal of Economic Surveys, 21(4), 786–826. doi:10.1111/j.1467-6419.2007.00519.x

Rossi, B. (2013). Exchange Rate Predictability. Journal of Economic Literature, 51(4), 1063–1119. doi:10.1257/jel.51.4.1063

Rotundo, G., & Ausloos, M. (2007). Microeconomic co-evolution model for financial technical analysis signals. Physica A: Statistical Mechanics and Its Applications, 373, 569–585. doi:10.1016/j.physa.2006.04.062

Saacke, P. (2002). Technical analysis and the effectiveness of central bank intervention. Journal of International Money and Finance, 21(4), 459–479. doi:10.1016/S0261-5606(02)00009-8

Schulmeister, S. (2009). Profitability of technical stock trading: Has it moved from daily to intraday data? Review of Financial Economics, 18(4), 190–201. doi:10.1016/j.rfe.2008.10.001

Seo, M., & Ilies, R. (2009). The role of self-efficacy, goal, and affect in dynamic motivational self-regulation. Organizational Behavior and Human Decision Processes, 109(2), 120–133. doi:10.1016/j.obhdp.2009.03.001

Smith, D. M., Faugère, C., & Wang, Y. (2013). Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis. In Research in Finance (Vol. 29, pp. 167–189). Bingley: Emerald Group Publishing. Retrieved from http://www.emeraldinsight.com/10.1108/S0196-3821(2013)0000029010

Zhu, Y., & Zhou, G. (2009). Technical analysis: An asset allocation perspective on the use of moving averages☆. Journal of Financial Economics, 92(3), 519–544. doi:10.1016/j.jfineco.2008.07.002

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