References
ALTI, AYDOĞAN & TITMAN, SHERIDAN. (2019). A Dynamic Model of Characteristic‐Based Return Predictability. The Journal of Finance. 10.1111/jofi.12839.
Barber, B. M., Lee, Y., Liu, Y., & Odean, T. (2009). Just how much do individual investors lose by trading?
Billingsley, R.S. and Chance, D.M. (1996) Benefits and limitations of diversification among commodity trading advisors. Journal of Portfolio Management 23: 65–80.
Brasiano, Redik & Hanafi, Mamduh. (2017). Does Momentum a Domestic Phenomenon? A Case from Indonesian Capital Market.
Caginalp, G. and Laurent, H. (1998) The predictive power of price patterns. Applied Mathematical Finance 5: 181–
205. Vol. 5.1998, 3/4, p. 181-205. 1998
Chague, Fernando and De-Losso, Rodrigo and Giovannetti, Bruno, Day Trading for a Living? (November 21, 2019). Available at SSRN: https://ssrn.com/abstract=3423101
Cheung, Y.W. and Chinn, M.D. (2001) Currency traders and exchange rate dynamics: a survey of the US market. Journal of International Money and Finance 20: 439–471.
Cornell, W.B. and Dietrich, J.K. (1978) The efficiency of the market for foreign exchange under floating exchange rates. Review of Economics and Statistics 60: 111–120.
Dooley, M.P. and Shafer, J.R. (1983) Analysis of short-run exchange rate behavior: March 1973 to November 1981. In D. Bigman and T. Taya (eds) Exchange Rate and Trade Instability: Causes, Consequences, and Remedies (pp. 43–69). Cambridge, MA: Ballinger.
Fama, E.F. (1970) Efficient capital markets: a review of theory and empirical work. Journal of Finance 25: 383–417.
Fama, E.F. and Blume, M.E. (1966) Filter rules and stock market trading. Journal of Business 39: 226–241.
Federico Garzarelli, Matthieu Cristelli, Gabriele Pompa, Andrea Zaccaria & Luciano Pietronero, 2014, Memory effects in stock price dynamics: evidences of technical trading, Journal of Scientific Reports volume 4, Article number: 4487 (2014)
Foltice, B. & Langer, T. (2015) Profitable momentum trading strategies for individual investors. Financial Markets and Portfolio Management, 29(2), 85-113.
Friesen, Geoffrey C.; Weller, Paul; and Dunham, Lee, "Price Trends and Patterns in Technical Analysis: A
Theoretical and Empirical Examination" (2009). Finance Department Faculty Publications. 11
Gehrig, T. and Menkhoff, L. (2003) Technical analysis in foreign exchange – the workhorse gains further ground. Discussion paper, University of Hannover.
Grundy Bruce D. (2001) Understanding the nature and risks and the sources of rewards to momentum investing. Review of Financial Studies 14(1):29-78 · March 2001.
Gutierrez and Kelley, 2008 — R. Gutierrez Jr. and E. Kelley, The long-lasting momentum in weekly returns, Journal of Finance 63 (2008)
Hirshleifer, David & Daniel, Kent & Subrahmanyam, Avanidhar. (1998). Investor Psychology and Security Market Under- and Over-Reactions. Journal of Finance. 53. 1839-1885. 10.1111/0022-1082.00077.
Irwin, S.H. and Uhrig, J.W. (1984) Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3: 264–277.
Irwin, S.H. and Uhrig, J.W. (1984) Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3: 264–277.
Irwin, Scott & Park, Cheol-Ho. (2007). What do we know about profitability of technical analysis. Journal of Economic Surveys. 21. 786-826. 10.1111/j.1467-6419.2007.00519.x.
Jensen, M.C. and Benington, G.A. (1970) Random walks and technical theories: some additional evidence. Journal of Finance 25: 469–482.
Leuthold, R.M. (1972) Random walk and price trends: the live cattle futures market. Journal of Finance 27: 879 889.
Leuthold, R.M. (1972) Random walk and price trends: the live cattle futures market. Journal of Finance 27: 879–889.
Lo, Andrew W., Harry Mamaysky and Jiang Wang. "Foundations Of Technical Analysis: Computational Algorithms, Statistical Inference, And Empirical Implementation," Journal of Finance, 2000, v55(4,Aug), 1705-1765
Menkhoff, L. (1997) Examining the use of technical currency analysis. International Journal of Finance and Economics 2: 307–318.
Oberlechner, Thomas & Nimgade, Ashok. (2005). Work Stress and Performance Among Financial Traders. Stress and Health. 21. 285 - 293. 10.1002/smi.1063.
Park, C.-H. & Irwin, S. H. What Do We Know About the Profitability of Technical Analysis? J. Econ. Surv. 21, 786–826 (2007)
Shantha & Ram, Vedantam. (2019). Influence of news on rational decision making by financial market investors. Investment Management and Financial Innovations. 16. 142-156. 10.21511/imfi.16(3).2019.14.
Shiu, Y. and Lu, T., 2011. Pinpoint and synergistic trading strategies of candlesticks. International Journal of Economics and Finance, 3(1), pp.234-244.
Smidt, S. (1965a) A test of serial independence of price changes in soybean futures. Food Research Institute Studies 5: 117–136.
Stevenson, R.A. and Bear, R.M. (1970) Commodity futures: trends or random walks? Journal of Finance 25: 65 81.
Sweeny, R.J. (1986) Beating the foreign exchange market. Journal of Finance 41: 163–182.
Taylor, S.J. (1986) Modelling Financial Time Series. Chichester: Wiley.
Van Horne, J.C. and Parker, G.G.C. (1967) The random-walk theory: an empirical test. Financial Analysts Journal 23: 87–92.
Van Horne, J.C. and Parker, G.G.C. (1968) Technical trading rules: a comment. Financial Analysts Journal 24: 128–132.