This document has not been cited yet.

1. Allen, H., Taylor, M. P., 1990. Charts, noise and fundamentals in the london foreign exchange market. Economic Journal 100 (400), 49–59.

2. Bauer, C., De Grauwe, P., Reitz, S., 2009. Exchange rate dynamics in a target zone– a heterogeneous expectations approach. Journal of Economic Dynamics and Control 33 (2), 329–344.

3. Brock, W. A., Hommes, C., 1997. A rational route to randomness. Econometrica 65 (5), 1059–1096.

4. Brock, W. A., Hommes, C., 1998. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control 22 (8-9), 1235–1274.

5. Brock, W. A., Lakonishok, J., Lebaron, B., 1992. Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance 47 (5), 1731–64.

6. Chan, K., Hameed, A., Tong, Wilson, H. S., 2000. Profitability of momentum strategies in the international equity markets. Journal of Financial and Quantitative Analysis 35 (2), 153–172.
   Paper not yet in RePEc: Add citation now
   

7. Chiarella, C., Dieci, R., He, X., 2009. Heterogeneity, market mechanisms, and asset price dynamics. In: Hens, T., Schenk-Hoppe, K. R. (Eds.), Handbook of Financial Markets: Dynamics and Evolution. Elsevier, pp. 277–344.

8. Conrad, J., Kaul, G., 1998. An anatomy of trading strategies. Review of Financial Studies 11 (3), 489–519.

9. De Grauwe, P., Dewachter, H., Embrechts, M., 1993. Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. Blackwell Publishers, Oxford, UK.
   Paper not yet in RePEc: Add citation now
   

10. De Grauwe, P., Grimaldi, M., 2005. Heterogeneity of agents, transactions cost and the exchange rate. The Journal of Economic Dynamics and Control 29, 691–719.

11. De Long, J. B., Shleifer, A., Summers, L. H., Waldmann, R., 1990. Noise trader risk in financial markets. Journal of Political Economy 98 (4), 703–38.
    Paper not yet in RePEc: Add citation now
    
12. Evans, G. W., Honkapohja, S., 2001. Learning and Expectations in Macroeconomics. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
    
13. Fama, E. F., 1965. The behavior of stock-market prices. Journal of Business 38, 34–105.
    Paper not yet in RePEc: Add citation now
    

14. Frankel, J. A., Froot, K. A., 1986. Understanding the u.s. dollar in the eighties: The expectations of chartists and fundamentalists. The Economic Record, Supplementary Issue 62, 24–38.

15. Frankel, J. A., Froot, K. A., 1990. Chartists, fundamentalists, and trading in the foreign exchange market. American Economic Review 80 (2), 181–85.

16. Friedman, M., 1953. The case for flexible exchange rates. In: Essays in Positive Economics. University of Chicago Press, Chicago, IL.
    Paper not yet in RePEc: Add citation now
    
17. Grinold, Richard, C., Kahn, Ronald, N., 2000. Active Portfolio Management: A quantitative approach for producing superior retrurns and selecting superior money managers. McGraw-Hill, New York.
    Paper not yet in RePEc: Add citation now
    
18. Hommes, C. H., Wagener, F. O. O., 2009. Complex evolutionary systems in behavioral finance. In: Hens, T., Schenk-Hoppe, K. R. (Eds.), Handbook of Financial Markets: Dynamics and Evolution. Elsevier, pp. 217–276.
    Paper not yet in RePEc: Add citation now
    

19. Hommes, C., 2006. Heterogeneous agent models in economics and finance. In: Tesfatsion, L., Judd, K. L. (Eds.), Handbook of Computational Economics, Vol. 2. North-Holland, Amsterdam, pp. 1109–1186.

20. Irwin, S. H., Uhrig, J. W., 1984. Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3, 264–277.
    Paper not yet in RePEc: Add citation now
    
21. Krugman, P., 2009. Taxing the speculators. New York Times 27.
    Paper not yet in RePEc: Add citation now
    
22. LeBaron, B., 2006. Agent-based computational finance. In: Tesfatsion, L., Judd, K. L.
    Paper not yet in RePEc: Add citation now
    
23. Levich, R. M., Thomas, L. R., 1993. The significance of technical trading rule profits in the foreign exchange market: A bootstrap approach. Journal of International Money and Finance 12, 451–474.
    Paper not yet in RePEc: Add citation now
    
24. Lucas, R. E., 1972. Econometric testing of the natural rate hypothesis. In: The Econometrics of Price Determination Conference. Board of Governors of the Federal Reserve System and Social Science Research Council, Washington DC, pp. 50–59.
    Paper not yet in RePEc: Add citation now
    
25. Lukac, L. P., Brorsen, B. W., Irwin, S. H., 1988. A test of futures market disequilibrium using twelve different trading systems. Applied Economics 20, 623–639.
    Paper not yet in RePEc: Add citation now
    
26. Lyons, R. K., 2001. The Microstructure Approach to Exchange Rates. MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
    

27. Menkhoff, L., Rebitzky, R. R., Schroder, M., 2009. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. Journal of Economic Behavior & Organization 70 (1-2), 241–252.

28. Menkhoff, L., Taylor, M. P., 2007. The obstinate passion of foreign exchange professionals: Technical analysis. Journal of Economic Literature 45 (4), 936–972.

29. Muth, John, F., 1961. Rational expectations and the theory of price movements. Econometrica 29, 315–335.
    Paper not yet in RePEc: Add citation now
    
30. 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.
    Paper not yet in RePEc: Add citation now
    
31. Qi, M., Wu, Y., 2006. Technical trading-rule profitability, data snooping, and reality check: Evidence from the foreign exchange market. Journal of Money, Credit, and Banking 38 (8), 2135–2158.
    Paper not yet in RePEc: Add citation now
    

32. Sargent, T., 1993. Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures. Oxford University Press.

33. Sharpe, William, F., 1964. Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance 19, 425–442.

34. Simon, Herbert, A., 1957. Models of man; social and rational. Wiley, Oxford, England.
    Paper not yet in RePEc: Add citation now
    
35. Sortino, Frank, A., van der Meer, R., 1991. Downside risk. Journal of Portfolio Management 17, 27–31.
    Paper not yet in RePEc: Add citation now
    

36. Sullivan, R., Timmermann, A., White, H., 1999. Data-snooping, technical trading rule performance, and the bootstrap. Journal of Finance 54 (5), 1647–1691.

37. Sweeney, R. J., 1986. Beating the foreign exchange market. Journal of Finance 41, 163– 182.

38. Taylor, M. P., Allen, H., 1992. The use of technical analysis in the foreign exchange market. Journal of International Money and Finance 11 (3), 304–314.

39. Taylor, S. J., 1994. Trading futures using a channel rule: a study of the prdeictive ability of technical analysis with currency examples. Journal of Futures Markets 14, 215–235.
    Paper not yet in RePEc: Add citation now
    
40. Tversky, A., Kahneman, D., 1974. Judgement under uncertainty: Heuristics and biases.
    Paper not yet in RePEc: Add citation now
    

41. Wieland, C., Westerhoff, F., 2005. Exchange rate dynamics, central bank interventions and chaos control methods. Journal of Economic Behavior & Organization 58 (1), 117– 132.

1. A Basic Model of Real-Financial Market Interactions with Heterogeneous Opinion Dynamics. (2016). Veneziani, Roberto ; Charpe, Matthieu ; Flaschel, Peter ; Hartmann, Florian.
   In: IEER Working Papers.
   RePEc:iee:wpaper:wp0104.

   Full description at Econpapers || Download paper

2. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

   Full description at Econpapers || Download paper

3. 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.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10018.

   Full description at Econpapers || Download paper

4. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; Suen, John.
   In: KIER Working Papers.
   RePEc:kyo:wpaper:869.

   Full description at Econpapers || Download paper

5. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; Suen, John.
   In: Working Papers in Economics.
   RePEc:cbt:econwp:13/20.

   Full description at Econpapers || Download paper

6. On the Predictability of Stock Prices: A Case for High and Low Prices.. (2011). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
   In: Marco Fanno Working Papers.
   RePEc:pad:wpaper:0136.

   Full description at Econpapers || Download paper

7. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
   In: BIS Papers chapters.
   RePEc:bis:bisbpc:58-11.

   Full description at Econpapers || Download paper

8. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Sarantis, Nicholas ; Saunders, Alex .
   In: Working Papers.
   RePEc:gla:glaewp:2009_25.

   Full description at Econpapers || Download paper

9. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
   In: Working Papers.
   RePEc:gla:glaewp:2009_13.

   Full description at Econpapers || Download paper

10. Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners views. (2009). Fischer, Andreas ; Termechikov, Ulanbek ; Isakova, Gulzina .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:2:p:98-109.

    Full description at Econpapers || Download paper

11. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-01.

    Full description at Econpapers || Download paper

12. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2615.

    Full description at Econpapers || Download paper

13. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:7328.

    Full description at Econpapers || Download paper

14. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:231.

    Full description at Econpapers || Download paper

15. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:1:p:55-76.

    Full description at Econpapers || Download paper

16. The Stochastic Dynamics of Speculative Prices. (2007). Zheng, Min.
    In: Research Paper Series.
    RePEc:uts:rpaper:208.

    Full description at Econpapers || Download paper

17. Price bubbles sans dividend anchors: Evidence from laboratory stock markets. (2007). Sunder, Shyam ; Hirota, Shinichi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1875-1909.

    Full description at Econpapers || Download paper

18. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4245.

    Full description at Econpapers || Download paper

19. Interacting Agents in Finance. (2006). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060029.

    Full description at Econpapers || Download paper

20. The Coordination Channel of Foreign Exchange Intervention. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:16.

    Full description at Econpapers || Download paper

21. Extended evidence on the use of technical analysis in foreign exchange. (2006). Menkhoff, Lukas ; Gehrig, Thomas.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:11:y:2006:i:4:p:327-338.

    Full description at Econpapers || Download paper

22. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong (Tony).
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753.

    Full description at Econpapers || Download paper

23. What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey. (2006). Dreger, Christian ; Stadtmann, Georg.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp624.

    Full description at Econpapers || Download paper

24. Basic Exchange Rate Theories. (2005). Marrewijk, Charles ; van Marrewijk, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050024.

    Full description at Econpapers || Download paper

25. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan. (2005). Du, Jun.
    In: SCAPE Policy Research Working Paper Series.
    RePEc:sca:scaewp:0512.

    Full description at Econpapers || Download paper

26. The Impact of FX Central Bank Intervention in a Noise Trading Framework. (2005). De Grauwe, Paul ; Beine, Michel ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1520.

    Full description at Econpapers || Download paper

27. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan. (2005). Wong, Wing-Keung ; CHONG, Terence Tai Leung ; Du, Jun.
    In: Review of Applied Economics.
    RePEc:ags:reapec:50272.

    Full description at Econpapers || Download paper

28. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:133.

    Full description at Econpapers || Download paper

29. The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements. (2004). Thomson, Mary ; Henriksen, Karen ; Pollock, Andrew ; Macaulay, Alex .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:10:y:2004:i:4:p:290-307.

    Full description at Econpapers || Download paper

30. Do high-tech stock prices revert to their fundamental value?. (2004). Becchetti, Leonardo ; Adriani, Fabrizio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:7:p:461-476.

    Full description at Econpapers || Download paper

31. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004365.

    Full description at Econpapers || Download paper

32. The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket. (2003). Al-Loughani, N E ; Moosa, I A.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:79-84.

    Full description at Econpapers || Download paper

33. Technical analysis in foreign exchange markets: evidence from the EMS. (2003). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; J. Andrada-FÉlix, ; F. FernÁndez-RodrÍguez, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:113-122.

    Full description at Econpapers || Download paper

34. Observed and Fundamental Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe. (2003). Becchetti, Leonardo ; Bagella, Michele ; Adriani, Fabrizio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:34.

    Full description at Econpapers || Download paper

35. Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-278.

    Full description at Econpapers || Download paper

36. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-276.

    Full description at Econpapers || Download paper

37. Is Official Exchange Rate Intervention Effective?. (2003). Taylor, Mark.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3758.

    Full description at Econpapers || Download paper

38. The Effects of Capital Controls on Exchange Rate Volatility and Output. (2002). Christiane, Nickle ; Frenkel, M. ; Stadtmann, G. ; Shimidt, G..
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:4:p:27-51.

    Full description at Econpapers || Download paper

39. Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: Working Papers.
    RePEc:mie:wpaper:464.

    Full description at Econpapers || Download paper

40. Financial returns and efficiency as seen by an artificial technical analyst. (2001). Skouras, Spyros.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:1-2:p:213-244.

    Full description at Econpapers || Download paper

41. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3024.

    Full description at Econpapers || Download paper

42. Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:39:y:2001:i:3:p:839-868.

    Full description at Econpapers || Download paper

43. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
    In: Economic Review.
    RePEc:fip:fedcer:y:2000:i:qi:p:14-21.

    Full description at Econpapers || Download paper

44. Financial Returns and Efficiency as seen by an Artificial Technical Analyst.. (1998). Skouras, Spyros.
    In: Finance.
    RePEc:wpa:wuwpfi:9808001.

    Full description at Econpapers || Download paper

45. Política Monetaria y Movimiento de Capital en Chile. (1996). Rosende, Francisco.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:33:y:1996:i:98:p:9-46.

    Full description at Econpapers || Download paper

46. Modelli di determinazione del tasso di cambio: unanalisi di cointegrazione. (1996). Schirru, Elisabetta.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:199610.

    Full description at Econpapers || Download paper

47. Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature. (1995). Kortian, Tro.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9501.

    Full description at Econpapers || Download paper

48. Persistent profitability of technical analysis on foreign exchange markets?. (1995). Menkhoff, Lukas ; SCHLUMBERGER, M..
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:1995:25.

    Full description at Econpapers || Download paper

49. Persistent profitability of technical analysis on foreign exchange markets?. (1995). Menkhoff, Lukas ; SCHLUMBERGER, M..
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:1995:25.

    Full description at Econpapers || Download paper

50. Daily Bundesbank and Federal Reserve intervention and the conditional variance tale in DM/$-returns. (1992). Eijffinger, Sylvester ; Almekinders, Geert J..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:438.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 04:52:50 || Missing content? Let us know