The purpose of this paper is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups,'early'and 'modern'studies, according …

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 …

Using a new data set consisting of six years of real-time exchange-rate quotations,
macroeconomic expectations, and macroeconomic realizations, we characterize the …

Much has been written by historians and sociologists as well as business commentators
about the modern economy—the kind that supplanted the traditional economy in several …

We survey a representative sample of US individuals about how well leading academic
theories describe their financial beliefs and decisions. We find substantial support for many …

It is commonly believed that prices in secondary financial markets play an important
allocational role because they contain information that facilitates the efficient allocation of …

Quantitative Financial Economics Quantitative Financial Economics provides a
comprehensive introduction to models of economic behaviour in financial markets, focusing …

The use of technical analysis by financial market professionals is not well understood. This
paper thus analyzes survey evidence from 692 fund managers in five countries, the vast …

Technical analysis involves the prediction of asset price movements from inductive analysis
of past movements. We establish a number of stylized facts, including that technical analysis …

We study the feasibility of hedging stocks with oil. The Dynamic Conditional Correlation
(DCC) approach allows for the calculation of optimal hedge ratios and corresponding hedge …