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Is the Swedish stock market efficient? Evidence from some simple trading rules. (2008). Marcucci, Juri ; Metghalchi, Massoud ; Chang, Yung-Ho.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:17:y:2008:i:3:p:475-490.

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  1. Efficient market hypothesis: a ruinous implication for Portugese stock market. (2020). Hajilee, Massomeh ; Metghalchi, Massoud ; Niroomand, Farhang.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09514-8.

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  2. A technical approach to equity investing in emerging markets. (2019). Niroomand, Farhang ; Hayes, Linda A ; Metghalchi, Massoud.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:3:p:389-403.

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

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  4. A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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  5. Buy and sell signals on Bucharest Stock Exchange. (2016). Stefanescu, Rzvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:89014.

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  6. Are chartists artists? The determinants and profitability of recommendations based on technical analysis. (2016). Gerritsen, Dirk.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:179-196.

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  7. Do capital controls affect stock market efficiency? Lessons from Iceland. (2015). Graham, Michael ; Sturludottir, Hildur ; Peltomaki, Jarkko.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:82-88.

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  8. History of share prices and market efficiency of the Madrid general stock index. (2015). Hayes, Linda A. ; Chen, Chien-Ping ; Metghalchi, Massoud .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:178-184.

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  9. Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence. (2014). Pätäri, Eero ; Patari, Eero ; Vilska, Mika .
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:24:p:2851-2872.

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  10. Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos. (2014). Juan Benjamin Duarte Duarte, ; Juan Manuel Mascare?nas Perez-Iñigo, .
    In: ESTUDIOS GERENCIALES.
    RePEc:col:000129:012448.

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  11. Drivers of technical trend-following rules profitability in world stock markets. (2013). Ülkü, Numan ; Prodan, Eugeniu ; Ulku, Numan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:214-229.

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  12. Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market. (2012). Chiang, Yi-Chein ; Wang, Cin-Dian ; Liao, Tung Liang ; Ke, Mei-Chu .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:12:p:955-965.

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  13. Trading Rules for the Abu Dhabi Stock Index. (2011). Metghalchi, Massoud ; Garza-Gomez, Xavier .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:7:y:2011:i:1:n:4.

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  14. Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:4:p:154-163.

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  15. Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market. (2009). Kung, James J..
    In: Review of Applied Economics.
    RePEc:ags:reapec:143216.

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  52. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?. (2007). Irwin, Scott ; Park, Cheol-Ho.
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    In: Applied Financial Economics.
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  54. Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises. (2006). Phengpis, Chanwit .
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  55. Testing for predictability in equity returns for European transition markets. (2006). Tabak, Benjamin ; Cajueiro, Daniel.
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    RePEc:eee:ecosys:v:30:y:2006:i:1:p:56-78.

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  56. The profitability of the simple moving averages and trading range breakout in the Asian stock markets. (2006). Ming-Ming, Lai ; Siok-Hwa, Lau.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:17:y:2006:i:1:p:144-170.

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  57. An analysis of trading strategies in eleven European stock markets. (2005). Power, David ; Fifield, Suzanne ; Sinclair, Donald C..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:6:p:531-548.

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  58. Technical analysis profitability when exchange rates are pegged: A note. (2005). Maillet, Bertrand ; Michel, Thierry .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:6:p:463-470.

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  59. Risk adjusted returns from technical trading: a genetic programming approach. (2005). Fyfe, Colin ; Marney, John ; Tarbert, Heather .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:15:p:1073-1077.

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  60. Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient?. (2005). Marshall, Ben ; Cahan, Rochester H..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:19:y:2005:i:3:p:384-398.

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  61. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2003). Neely, Christopher.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:1:p:69-87.

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  62. The predictability of asset returns: an approach combining technical analysis and time series forecasts. (2003). Fang, Yue.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:3:p:369-385.

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  63. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2001). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:1999-015.

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  64. Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C. ; Mathur, Ike.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:2:p:135-156.

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  65. 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.

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  66. Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis. (2000). Taylor, Stephen J..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:1:p:39-69.

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  67. Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules. (1999). Pereira, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9055.

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  68. Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets. (1999). Ito, Akitoshi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:283-330.

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  69. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. (1999). Leal, Ricardo P. C., ; Ratner, Mitchell .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:12:p:1887-1905.

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