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2. Does managerial market timing with stock repurchases exist in stock market? Evidence from Thailand. (2024). Kumpamool, Chamaiporn.
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5. Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Su, Xuan-Qi ; Lin, Li-Feng ; Chen, Kuan-Hau.
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6. Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Tan, Siow-Hooi ; Lai, Ming-Ming ; Chong, Lee-Lee ; Tey, Eng-Xin.
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7. Tactical asset allocation on technical trading rules and data snooping. (2019). Cao, Zhiguang ; Wang, Qiyu ; Han, Qiheng ; Yang, Junmin.
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   RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300775.

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1. Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam.
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   RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2. Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2020). Li, Youwei ; Chen, Yanhua ; Stanley, Eugene ; Pantelous, Athanasios.
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3. A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm. (2020). Godinho, Pedro ; Alves, Maria Joo ; Macedo, Luis Lobato.
   In: Computational Economics.
   RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-016-9641-9.

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4. The Profitability in the FTSE 100 Index: A New Markov Chain Approach. (2020). Nicolau, Joo ; Riedlinger, Flavio Ivo.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09282-4.

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5. Information Aggregation and P-Hacking. (2020). Zhong, Xun ; Rytchkov, Oleg.
   In: Management Science.
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6. New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section. (2020). Swanson, Norman ; Mizrach, Bruce ; Yu, BO.
   In: Econometrics.
   RePEc:gam:jecnmx:v:8:y:2020:i:2:p:19-:d:360192.

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7. Impact of proportional transaction costs on systematically generated portfolios. (2020). Xie, Kangjianan ; Ruf, Johannes.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:104696.

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8. Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32.

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9. False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553.

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10. False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R.
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11. Detecting structural differences in tail dependence of financial time series. (2019). Schienle, Melanie ; Bormann, Carsten.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:122.

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12. Testing the effect of technical analysis on market quality and order book dynamics. (2019). PETITJEAN, Mikael ; Mazza, Paolo.
    In: Applied Economics.
    RePEc:taf:applec:v:51:y:2019:i:18:p:1947-1976.

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13. Estimating The Anomaly Base Rate. (2019). Weber, Michael ; Neuhierl, Andreas ; Chinco, Alexander M.
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14. The performance of technical trading rules in Socially Responsible Investments. (2019). Zhang, Hanxiong ; Urquhart, Andrew.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:63:y:2019:i:c:p:397-411.

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15. Tactical asset allocation on technical trading rules and data snooping. (2019). Cao, Zhiguang ; Wang, Qiyu ; Han, Qiheng ; Yang, Junmin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300775.

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16. A large-scale approach for evaluating asset pricing models. (2019). Barras, Laurent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:549-569.

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17. Skewness preference and the popularity of technical analysis. (2019). Hilpert, Christian ; Ebert, Sebastian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302493.

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18. In search of the optimal number of fund subgroups. (2019). Cheng, Tingting ; Yan, Cheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:50:y:2019:i:c:p:78-92.

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19. The impact of proportional transaction costs on systematically generated portfolios. (2019). Xie, Kangjianan ; Ruf, Johannes.
    In: Papers.
    RePEc:arx:papers:1904.08925.

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20. Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices. (2019). Sermpinis, Georgios ; Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman.
    In: Papers.
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21. Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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22. Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets. (2018). Almudhaf, Fahad W ; Alhashel, Bader S ; Hansz, Andrew J.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:47:y:2018:i:c:p:92-108.

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23. Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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24. Asset allocation strategies, data snooping, and the 1 / N rule. (2018). HSU, Po-Hsuan ; Cao, Zhiguang ; Wu, Wensheng ; Han, Qiheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:97:y:2018:i:c:p:257-269.

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25. The peer performance ratios of hedge funds. (2018). Boudt, Kris ; Ardia, David.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:87:y:2018:i:c:p:351-368.

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26. Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet.
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    RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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27. Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cheng, Tingting ; Yan, Cheng ; Cai, Biqing.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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28. The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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29. Risk Measure Inference. (2017). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
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    RePEc:taf:jnlbes:v:35:y:2017:i:4:p:499-512.

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30. Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?. (2017). Hsu, Yu-Chin ; Vincent, Kendro ; Lin, Hsiou-Wei.
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31. FX technical trading rules can be profitable sometimes!. (2017). Snaith, Stuart ; Coakley, Jerry ; Zarrabi, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:49:y:2017:i:c:p:113-127.

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32. Persistency of Price Patterns in the International Oil Industry, 2001-2016. (2017). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Venegas-Martinez, Francisco ; Jimenez-Preciado, Ana Lorena.
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33. High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien.
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34. Effects of time horizon and asset condition on the profitability of technical trading rules. (2016). Chaysiri, Ruijra ; Hayes, Roy ; Beling, Peter ; Wu, Jingwei ; Bae, Jean ; Scherer, William.
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    RePEc:spr:jecfin:v:40:y:2016:i:1:p:41-59.

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35. Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News. (2016). Scaillet, Olivier ; Bajgrowicz, Pierre ; Treccani, Adrien.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:8:p:2198-2217.

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36. Technical trading: Is it still beating the foreign exchange market?. (2016). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:102:y:2016:i:c:p:188-208.

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37. The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Su, Xuan-Qi ; Lin, Jun-Biao ; Chen, Chien-Hua.
    In: Finance Research Letters.
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38. Selection of balanced portfolios to track the main properties of a large market. (2015). Tille, Yves ; Djoko, Donatien Tafin .
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    RePEc:taf:quantf:v:15:y:2015:i:2:p:359-370.

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39. Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick .
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    RePEc:gnv:wpgsem:unige:76321.

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40. Time-varying risk premium in large cross-sectional equity datasets. (2015). Gagilardini, Patrick ; Scaillet, Olivier ; Ossola, Elisa.
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41. High frequency trading and end-of-day price dislocation. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:330-349.

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42. How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Urquhart, Andrew ; Hudson, Robert ; Gebka, Bartosz.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

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43. The benefits of combining seasonal anomalies and technical trading rules. (2015). Hudson, Robert ; Gebka, Bartosz ; Atanasova, Christina V.
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    RePEc:eee:finlet:v:14:y:2015:i:c:p:36-44.

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44. On False Discovery and Non-discovery Proportions of the Dynamic Adaptive Procedure. (2015). Qin-Feng, XU ; Xin-Bing, Kong .
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    RePEc:bla:scjsta:v:42:y:2015:i:2:p:530-544.

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45. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Liu, Yan ; Zhu, Heqing .
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46. Predictability of the simple technical trading rules: An out-of-sample test. (2014). Qin, Yafeng ; Fang, Jiali ; Jacobsen, Ben.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:23:y:2014:i:1:p:30-45.

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47. Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market. (2014). Taylor, Mark ; HSU, Po-Hsuan.
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48. High frequency trading and end-of-day price dislocation. (2013). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201316.

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49. How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market?. (2013). Anghel, Dan Gabriel.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:05:y:2013:i:2:p:089-115.

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50. The Peer Performance of Hedge Funds. (2013). Boudt, Kris ; Ardia, David.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1329.

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