Technical analysis
- Return Predictability and Efficient Market Hypothesis: Evidence from IcelandMassoud Metghalchi, Massomeh Hajilee and Linda A. HayesThe Journal of Alternative Investments June 2018, 21 (1) 68-78; DOI: https://doi.org/10.3905/jai.2018.21.1.068
- Relative Shortage of Long-Term Treasury Securities and the Flat Yield CurvePeng ZhangThe Journal of Fixed Income October 2019, jfi.2019.1.078; DOI: https://doi.org/10.3905/jfi.2019.1.078
- The Need for Speed: Does High-Frequency Trading Make or Break Equity Markets?Ramu Thiagarajan, Richard F. Lacaille, Hanbin Im and Jingyan WangThe Journal of Index Investing August 2019, 10 (2) 6-23; DOI: https://doi.org/10.3905/jii.2019.10.2.006
- On Contango, Backwardation, and Seasonality in Index FuturesMohd Asraf Abd Wahab, Azhar Mohamad and Imtiaz SifatThe Journal of Private Equity February 2019, 22 (2) 69-82; DOI: https://doi.org/10.3905/jpe.2019.1.076
- Equity Price Prediction with Neural Networks: Technical Analysis of the Italian MarketAngelo CorelliThe Journal of Wealth Management January 2019, 21 (4) 65-75; DOI: https://doi.org/10.3905/jwm.2019.21.4.065
- Trading Moving Average Crossovers: Further Testing of Risk-Adjusted and After-Tax ReturnsC. Michael SmithThe Journal of Wealth Management October 2017, 20 (3) 94-100; DOI: https://doi.org/10.3905/jwm.2017.20.3.094
- Uncovering Trend RulesPaul Beekhuizen and Winfried G. HallerbachThe Journal of Alternative Investments September 2017, 20 (2) 28-38; DOI: https://doi.org/10.3905/jai.2017.20.2.028
- Popularity versus Profitability: Evidence from Bollinger BandsJiali Fang, Ben Jacobsen and Yafeng QinThe Journal of Portfolio Management July 2017, 43 (4) 152-159; DOI: https://doi.org/10.3905/jpm.2017.43.4.152
- Sentiment and the Performance of Technical IndicatorsShu Feng, Na Wang and Edward J. ZychowiczThe Journal of Portfolio Management April 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112
- The Efficacy of Trading Based on Moving Average
Indicators: An ExtensionSteven D. DolvinThe Journal of Wealth Management April 2014, 17 (1) 52-57; DOI: https://doi.org/10.3905/jwm.2014.17.1.052
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (38)
- Factors, risk premia
- Factor-based models (85)
- Style investing (21)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (73)
- Portfolio construction (294)
- ESG investing (68)
- Manager selection (36)
- Other (39)
- Quantitative methods
- Statistical methods (257)
- Simulations (51)
- Quantitative methods (185)
- Risk management
- Tail risks (28)
- Risk management (151)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (35)
- Currency (32)
- Private equity (135)
- Long-term/retirement investing
- Wealth management (113)
- Retirement (173)
- Social security (19)
- Pension funds (27)
- Other (5)
- Performance measurement
- Performance measurement (345)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (131)
- Credit default swaps (27)
- Other (48)
- Mutual funds/passive investing/indexing
- Passive strategies (10)
- Other (97)