Перейти к содержанию
Форекс Форум трейдеров Академии «MasterForex-V»

Литература о Тех Анализе рынках, теории вер, на Английском


Рекомендуемые сообщения

Вот литература на Английском языке (Ю243 МБ) насчет:

-Случайные или неслучайные процессы на рынках

-теории и тяжелые математические/статистические расчеты всяких там примудростей

 

 

я пытаюсь загрузить файл... какието проблемы, может надо просто подождать...

 

 

 

Publications:

A Comparison of Trading and Non-Trading Mechanisms for Price Discovery.pdf

A fractal analysis of foreign exchange markets.pdf

A NEW PERSPECTIVE ON THE ANOMALIES IN THE MONTHLY CLOSINGS OF THE DOW JONES INDUSTRIAL AVERAGE.pdf

A Non-Random Walk Down Wall Street.zip

A Random Walk or Color Chaos on the Stock Market Time-Frequency Analysis of S&P Indexes.pdf

A Refined MACD Indicator Evidence against the Random Walk Hypothesis.pdf

A Study of the Efficiency of the Foreign Exchange Market through Analysis of Ultra-High Frequency Data.zip

A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets - Hong &Stein.pdf

A Variance-Ratio Test of Random Walks in Foreign Exchange Rates.pdf

An analysis of the advance-decline line as a stock market indicator.pdf

An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index.pdf

AN EMPIRICAL ANALYSIS OF STOCK MARKET SENTIMENT.pdf

An empirical behavioral model of price formation.pdf

An empirical comparison of moving average envelopes and Bollinger Bands.pdf

An Evolutionary Approach to Technical Trading and Capital Market Efficiency - The Wharton School.pdf

Back to the future- an empirical investigation into the validity of stock index models over time.pdf

Behavior and Performance of Investment Newsletter Analysts - Yale School of Mgt.pdf

Black-Scholes Option Pricing Using Three Volatility Models- Moving Average, GARCH(1, 1), and Adaptive GARCH.pdf

Can channel pattern trading be profitably automated.pdf

Can the Neuro Fuzzy Model Predict Stock Indexes Better than its Rivals.pdf

Capital Asset Pricing Model & Mutual Fund Performance Studies - Review and Evidence.pdf

Chartist Prediction in the Foreign Exchange Market - Ahrens &Reitz.pdf

Classical doctrines and alternatives in decision-making under risk with respect to asset price dynamics.pdf

Comprehensibility, Overfitting and Co-Evolution in Genetic Programming for Technical Trading Rules.pdf

Cultural and stock price clustering- Evidence from the People's Republic of China - Brown Mitchell.pdf

Currency Orders and Exchange Rate Dynamics- An Explanation for the Predictive Success ofTechnical.pdf

Currency Traders and Exchange Rate Dynamics - Cheung &Chinn.pdf

Day of the Week Effects- Recent Evidence from Nineteen Stock Markets.pdf

Day-trading with candlesticks and moving averages.pdf

Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns.pdf

Do Behavioral Biases Affect Prices.pdf

Do Futures and Options trading increase stock market volatility.pdf

Do Momentum Based Strategies Still Work In Foreign Currency.pdf

Do Stocks Follow the Random Walk in Latvian Stock Market.pdf

Does Noise Trader Risk Limit Arbitrage Activities.pdf

Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets.pdf

Empirical test of changes in autocorrelation of stock index returns.pdf

Empirical tests of changes in autocorrelation of stock index returns.pdf

Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis.pdf

Estimation Risk, Market Efficiency, and the Predictability of Returns.pdf

Evidence of Predictable Behavior of Security Returns.pdf

Exchange rate changes and net positions of speculators in the futures market - Klitgaard and Weir.pdf

Expected Returns and Liquidity Premium on the Paris Bourse- an Empirical Investigation.pdf

FINANCIAL DATA ANALYSIS WITH TWO SYMMETRIC DISTRIBUTIONS.pdf

Forecasting Time-dependent Conditional Densities- A Seminonparametric Neural Network Approach.pdf

Foundations of Technical Analysis - Lo, Mamaysky &Wang.pdf

Foundations of Technical Analysis- Computational Algorithms, Statistical Inference, and Empirical Implementation.pdf

Further insights on the puzzle of technical analysis profitability.pdf

Futures Trading and Market Information.pdf

Going Back to the Basics - Rethinking Market Efficiency.pdf

Head & Shoulders- not just a flaky pattern - Osler Chang, Federal Reserve Bank of New York.pdf

High Frequency Exchange Rate Forecasting - Fiess &MacDonald.pdf

HIGH-FREQUENCY DISTRIBUTION OF FOREIGN EXCHANGE CHANGES.pdf

How rewarding is technical analysis- Evidence from Singapore stock market.pdf

How the Equity Market Responds to Unanticipated Events.pdf

How to reconcile Market Efficiency and Technical Analysis.pdf

Implied Volatility Indices as Leading Indicators of Stock Index Returns - Pierre Giot.pdf

Index funds and stock market growth - William Goetzmann.pdf

Institutional Trading and Return Autocorrelation- Empirical Evidence on Polish Pension Fund Investors' Behavior.pdf

Institutional Trading and Stock Returns - Cai &Zheng.pdf

International Momentum Effects- A Reappraisal of Empirical Evidence.pdf

Intraday Return Volatility Process- Evidence from NASDAQ Stocks.pdf

Investigating the Profitability of Technical Analysis Systems on Foreign Exchange Markets.pdf

Investor sentiment and the cross-section of stock returns - Baker &Wurgler.pdf

Is technical analysis in the foreign exchange market profitable - St. Louis Federal Reserve Bank.pdf

Is There Private Information in the FX Market The Tokyo Experiment.pdf

Limited Arbitrage in Equity Markets.pdf

Liquidity and Autocorrelations in Individual Stock Returns.pdf

Logarithmic Stock Returns leptokurtosis, heteroskedasticity and change points.pdf

Long-Term Memory in Stock Market Prices.pdf

Macroeconomic Implications of the Beliefs &Behavior of Foreign Exchange Traders - UC Santa Cruz.pdf

Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market.pdf

Market Timing- A Test of a Charting Heuristic - Leigh, Paz &Purvis.pdf

Mean and variance causality between the Cyprus Stock Exchange and major equity markets.pdf

Measuring Efficiency of a Market in Transition- The Ugandan Foreign Exchange Market.pdf

Mimickers of Corporate Insiders Who Make Large-Volume Trades.pdf

MODELING AND FORECASTING REALIZED VOLATILITY.pdf

Modelling and Forecasting Exchange Rate Dynamics in Jamaica- An Application of Asymmetric Volatility Models.pdf

Momentum and Turnover - Evidence from the German Stock Market.pdf

Neural Networks for Technical Analysis- A Study On KLCI.pdf

New Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory- A Study of Technical Analysis - Neftci.pdf

Non-linear financial time series forecasting - Application to the Bel 20 stock market index.pdf

Nonlinearities and Cyclical Behavior- The Role of Chartists and Fundamentalists - Westerhoff &Reitz.pdf

Number Preference In Australian Stock Prices - Chris Doucouliagos.pdf

On Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns.pdf

On Speculative Prices and Random Walks A Denial.pdf

Optimizing technical trading strategies- making the ludicious lucrative.pdf

Partial Revelation of Information in Experimental Asset Markets.pdf

Performance of Candlestick Analysis on Intraday Futures Data.pdf

PhD-A Random Walk through the Stock Market.pdf

PhD-News and Trading Rules.pdf

PhD-Random Walk Hypotheses and Profitability of Momentum Based Trading Rules.pdf

PhD-Technical Analysis in Financial Markets, Gerwin A. W. Griffioen, University of Amsterdam.pdf

PhD-TESTING FOR ROMANIAN CAPITAL MARKET EFFICIENCY.ppt

Portfolio optimization, hidden Markov models, and technical analysis of PnF-Charts.pdf

Predicci¢n de Volatilidad y Precios de las Opciones- El caso del Ibex-35.pdf

Predictability of short-horizon returns in international equity markets.pdf

Predictability of Stock Returns and Consumption-based CAPM- Evidence from a Small Open Market.pdf

Predicting Stock Returns in an Efficient Market.pdf

PREVISIBILITE DES RENTABILITES SUR LE MARCHE JAMAICAIN DES ACTIONS.pdf

Price clustering and natural resistance points in the Dutch stock market- a natural experiment.pdf

Price Exhaustion and Number Preference- time and price confluence in Australian stock prices - Hristos Doucouliagos.pdf

Price Movements in Speculative Markets- Trends or Random Walks.pdf

Pricing Effects of Recognition versus Disclosure- Evidence from Firms Recognition of Employee Stock Option Expense.pdf

Profitability of Momentum Strategies in the International Equity Markets - Chan, Hameed & Tong.pdf

Profitability of Momentum Strategies in the International Equity Markets.pdf

Profitability of Momentum Strategies- Application of Novel Risk_Return Ratio Stock Selection Criteria.pdf

Profits from technical trading rules.pdf

Psychological Barriers in Gold Prices - Brian Lucey.pdf

Returns to Buying Winners and Selling Losers- Implications for Stock Market Efficiency.pdf

Simple technical trading rules and the stochastic properties of stock returns.pdf

Smoke and Mirrors_ Charting and Technical Analysis - Aswath Damodaran.pdf

Some A Posteriori Probabilities in Stock Market Action.pdf

SOME EMPIRICS OF THE TURKISH STOCK MARKET.pdf

STOCHASTIC VOLATILITY IN A QUANTITATIVE MODEL OF STOCK MARKET RETURNS.pdf

Stock index and price dynamics in the UK and the US, new evidence from a trading rule and Statistical analysis.pdf

Stock Market Forecasting.pdf

Stock Market Trading Rule Discovery Using Technical Charting Heuristics.pdf

Stock Price Patterns around Directors Trades on the London Stock Exchange.pdf

Stock Prices- Random vs. Systematic Changes.pdf

Stock Return Predictability- Is it There.pdf

Stock timing using genetic algorithms.pdf

Stop Loss Orders and Price Cascades in Currency Markets - Osler.pdf

STYLIZED STATISTICAL FACTS OF INDONESIAN FINANCIAL DATA- Empirical Study of Several Stock Indexes in Indonesia.pdf

Support for Resistance- Technical Analysis and Intraday Exchange Rates.pdf

Survival of the Fittest on Wall Street.pdf

Systematic Noise - Barber, Odean &Zhu.pdf

TA-EmpiricalResults.jpg

Taking A Peek Inside The Turtles Shell.pdf

Technical Analysis and Genetic Programming- Constructing and Testing a Commodity Portfolio.pdf

Technical Analysis and Liquidity Provision.pdf

Technical analysis in foreign exchange markets, evidence from the EMS.pdf

Technical Analysis in Foreign Exchange- The Workhorse Gains Further Ground - Gehrig &Menkhoff.pdf

Temporary Movements in Stock Prices - Jonathan Lewellen.pdf

Test of Market Efficiencies Using Experimental Electronic Markets.pdf

Testing for Ongoing Efficiency in the Russian Stock Market.pdf

The Adaptive Markets Hypothesis- Market Effciency from an Evolutionary Perspective.pdf

The Distribution of Stock Return Volatility.pdf

The Efficient Market Hypothesis and the Dynamic Behavior of Sugar Future Prices.pdf

The empirical relationship between stock returns, return volatility and trading volume - Roland Mestel.pdf

The Evaluation of the Lithuanian Stock Market with the Weak-form Market Efficiency Hypothesis.pdf

The Impact of Stock Index Futures Trading on Daily Returns Seasonality- A Multicountry Study.pdf

The Improper Use of Dartboard Portfolios as Performance Benchmarks.pdf

The Negative News Threshold.pdf

THE PREDICTABILITY OF NON-OVERLAPPING FORECASTS- EVIDENCE FROM THE DERIVATIVES MARKET IN GREECE.pdf

The Predictive Power of Head-and-Shoulders Price Patterns in the U.S. Stock.pdf

The Predictive Success and Profitability of Chart Patterns in the EuroDollar Foreign Exchange Market - Walid Ben Omrane, Finance Unit, Catholic University of Louvain.pdf

The Relevance of Trends for Predictions of Stock Returns.pdf

The Reversal of Large Stock Price Declines- The Case of Large Firms - Benou & Richie.pdf

The Variation of Certain Speculative Prices.pdf

Trading rule profits in Latin American currency spot rates.pdf

Trading Rules and Trading Volume - Stefan Nagel.pdf

TRANSACTION COSTS AND MARKET EFFICIENCY.pdf

Use of Momentum in trading across industry sectors - Yuri Krapivin.pdf

What Goes Up Must Come Down- How Charts Influence Decisions to Buy and Sell Stocks.pdf

 

Patents

EP01109122A2-System for charting financial market activities.pdf.pdf

US06018722-SEC Registered Individual Account Investment Advisor Expert System.pdf

US24225592A1-Computer Implemented Method and System of Trading Indicators based on Price and Volume.pdf.pdf

US25086150A1-Stock Market Trading Systems Creation Algorithm.pdf

WO00113313A2--Automated Investment Chart Pattern Search System for Technical Analysis.pdf

 

Of Interest

A brief history of market efficiency.pdf

A Contribution to the Theory of Information Acquisition in Financial Markets.pdf

A Historical Analysis of Market Efficiency- Do Historical Returns Follow a Random Walk.pdf

A Joint Review of Technical and Quantitative Analysis of Financial Markets Towards A Unified Science of Intelligent Finance.pdf

A Random-Difference Series for Use in the Analysis of Time Series.pdf

A Revision of Previous Conclusions Regarding Stock Price Behavior.pdf

Adaptive Expectations and Stock Market Crashes.pdf

An Empirical Study on the Relationship between Cost of Funds and the Volatility of Asset Prices.pdf

Annotated_Biblio-A Study of the Efficiency of the Foreign Exchange Market Through Analysis of Ultra-High Frequency Data.pdf

ANOMALIES BOURSIERES SUR LE MARCHE JAMAICAIN DES ACTIONS.pdf

ARCH-simopt.pdf

Are Nq1 heads better than one The timing and selectivity of Australian-managed investment funds.pdf

Are There Trends Towards Efficiency For the Egyptian Stock Market.pdf

Asset Mispricing, Arbitrage, and Volatility.pdf-EmmonsSchmid.pdf

Asset Prices in an Exchange Economy.pdf

Bachelier and His Times- A Conversation with Bernard Bru.pdf

Bachelier100years.pdf

Bayesian Robust Estimation of Systematic Risk Using Product Partition Models.pdf

Beyond Correlation- Extreme Co-movements Between Financial Assets.pdf

Biblio-TA for Professional Traders.pdf

Biblio-Technical Market Research for Professional Traders.pdf

Bibliography-Efficient Markets Hypothesis and Random Walk.pdf

Books-Efficient Markets Hypothesis and Random Walk.pdf

Brownian Motion in the Stock Market.pdf

Can Stock Market Forecasters Forecast.pdf

Capital Asset Prices- A Theory of Market Equilibrium under Conditions of Risk.pdf

Charting and Technical Analysis - Aswath Damodaran, NYU Stern.pdf

Combination of Forecasts- A Bibliography.pdf

Comparison among different approaches for risk estimation in portfolio theory.pdf

Competing Theories of Financial Anomalies.pdf

CONSIDERACIONES SOBRE LA EFICIENCIA DEL MERCADO DE CAPITALES ARGENTINO.pdf

Constrained Nonliner Programming for Volatility Estimation with GARCH Models.pdf

Density Forecasting- A Survey.pdf

Devising Zero-investment Strategies using Reward-Risk Stock Selection Criteria.pdf

Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing.pdf

Does the Stock Market Rationally Reflect Fundamental Values.pdf

Econometric Modelling of the Volatility of Financial Time Series.pdf

Economic Fundamentals, Risk, and Momentum Profits - Liu, Warner &Zhang.pdf

Efficient Capital Markets and Martingales.pdf

Efficient Capital Markets- Comment.pdf

Efficient Market Hypothesis and Market Anomalies.pdf

EFICIENCIA DEL MERCADO DE CAPITALES. UNA ILUSTRACION.pdf

etc.txt

Exact shapes of random walks in two dimensions.pdf

Examining the First Stages of Market Performance. A Test for Evolving Market Efficiency.pdf

Fama-Efficient Capital Markets- A Review of Theory and Empirical Work.pdf

Fama-Efficient Capital Markets- II.pdf

Fama-Filter Rules and Stock-Market Trading.pdf

FAMA-Market efficiency, long-term returns, and behavioral finance.pdf

Fama-Permanent and Temporary Components of Stock Prices.pdf

FAMA-Random Walks in Stock Market Prices.pdf

Fama-Reply.pdf

Fama-The Behavior of Stock-Market Prices.pdf

Financial Market Efficiency Tests.pdf

Financial Markets, Noise Traders, and Fundamental Risk- Background Memo.pdf

FINANCIAL TIME SERIES AND THEIR FEATURES.pdf

Forecasts of Future Prices, Unbiased Markets, and Martingale Models.pdf

Forms of the Efficient Market Hypothesis.pdf

From Minority Games to Real Markets.pdf

From Random Walks to Chaotic Crashes- The Linear Genealogy of the Efficient Market Hypothesis.pdf

Frontiers of Finance- Evolution and Efficient Markets.pdf

Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis.pdf

Geometric versus arithmetic random walk. The case of trended variables.pdf

Goodness-of-Fit Test focuses on Conditional Value at Risk- An Empirical Analysis of Exchange Rates.pdf

Growth Cycles and Market Crashes.pdf

Herd Behavior in Financial Markets - Bikhchandani &Sharma.pdf

Herding and delegated portfolio management - Maug &Naik.pdf

Heterogeneity effects from Market Interventions.pdf

History of the Random Walk Hypotheses and Efficient Markets H...pdf

Input Data Reduction for the Prediction of Financial Time Series.pdf

Intra-Day Trading- Herding versus Market Efficiency.pdf

Is More Information Better The Effect of Traders' Irrational Behavior on an Artificial Stock Market.pdf

Large Sample Properties of Generalized Method of Moments Estimators.pdf

Linkages between Extreme Stock Market and Currency Returns.pdf

Mandelbrot and the Stable Paretian Hypothesis.pdf

Market Efficiency notes.pdf

Market Efficiency- Definitions and Tests.pdf

Market Efficiency.pdf

Market Law Foundv Supply and Demand Follow Same Pattern for all Firms.pdf

Market Orders and Market Efficiency.pdf

Market Selection and Survival of Investment Strategies.pdf

Market Timing - Aswath Damodaran, NYU Stern.pdf

MARKNADEN F™R FINANSIELL RDGIVNING.pdf

Mean Reversion in Stock Prices A Reappraisal of the Empirical Evidence.pdf

Merger Announcements and Insider Trading Activity- An Empirical Investigation.pdf

Microscopic Models of Financial Markets.pdf

Modeling and Forecasting Realized Volatility.pdf

MSc-The Distribution of Stock Returns at Taiwan.pdf

New approaches to shapes or arbitrary random walks.pdf

Noise.pdf

Nonrational Actors and Financial Market Behavior.pdf

On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information.pdf

On the emergent properties of artificial stock markets- the efficient market hypothesis and the rational expectations hypothesis.pdf

On the Impossibility of Informationally Efficient Markets.pdf

On the Random Walk Characteristics of Short- and Long-Term Interest Rates In an Efficient Market.pdf

One Simple Test of Samuelson's Dictum for the Stock Market.pdf

PhD-Empirical Analysis of Investment Strategies for Institutional Investors.pdf

PhD-Validaci¢n de la eficiencia y modelos de fijaci¢n de precios en el mercado mexicano de valores.pdf

Predicting the Stock Market.pdf

Purely Discontinuous Asset Price Processes.pdf

Random Walk and Forward Exchange Rates- A Spectral Analysis.pdf

Random Walks and Technical Theories-Some Additional Evidence- Discussion.pdf

Rational Finite Bubbles.pdf

Re-Examining the Profitability of Technical Analysis with White's Reality Check - Hsu &Kuan.pdf

Reference list of misc- TA related academic research papers.pdf

RESISTANCE IS FUTILE- THE ASSIMILATION OF BEHAVIORAL FINANCE.pdf

Review-Martingales, Nonlinearity, and Chaos.pdf

Revisiting Market Efficiency- The Stock Market as a Complex Adaptive System.pdf

Risk Aversion and the Martingale Property of Stock Prices.pdf

SECURITY PRICE DYNAMICS AND SIMULATION IN FINANCIAL ENGINEERING.pdf

Shaking the Tree- An Agency-Theoretic Model of Asset Pricing.pdf

Some Anomalous Evidence Regarding Market Efficiency.pdf

Some Quantitative Tests for Stock Price Generating Models and Trading Folklore.pdf

Speculative Dynamics and the Role of Feedback Traders.pdf

Stochastic Programming Models for Asset Liability Management.pdf

Stock Market Predictability- Is it There, A Critical Review.pdf

Stock Returns and Dividend Yields Revisited- A New Way to Look at an Old Problem.pdf

Stock Returns and the Test of the Random Walk Hypothesis.pdf

Strategic Long-Term Financial Risks- Single Risk Factors.pdf

Survival.pdf

Technical Analysis in the Foreign Exchange Market- A Layman's Guide - Christopher J. Neely.pdf

Tests of Financial Models in the Presence of Overlapping Observations.pdf

The Adjustment of Stock Prices to New Information.pdf

The Analysis of Economic Time-Series-Part I- Prices.pdf

The Effect of Model Misspecification on Tests of the Efficient Market Hypothesis.pdf

The efficient market hypothesis and its critics.pdf

The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry.pdf

The Efficient Market Hypothesis- A Survey.pdf

The Efficient Markets Hypothesis.pdf

The Extent and Significance of Technical Analysis in the Foreign Exchange Markets - Aaron Schiff.pdf

The FiniteMoment Log Stable Process and Option Pricing.pdf

The Influence of Positive Feedback Trading on Return Autocorrelation - Bohl &Reitz.pdf

THE MONTHLY EFFECT IN INTERNATIONAL STOCK MARKETS- EVIDENCE AND IMPLICATIONS.pdf

The Nobel Memorial Prize for Robert F Engle.pdf

The Performance of Mutual Funds in the Period 1945-1964.pdf

The Problem of the Random Walk.pdf

The Profitability of Technical Analysis- A Review.pdf

The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion.pdf

The Value of Information in Impersonal and Personal Markets.pdf

Theorie de la Speculation - L Bachelier 1900.pdf

Toward a Theory of Marginally Efficient Markets.pdf

Trends, Random Walks, and the Expectations-Augmented Phillips Curve Evidence from Six Countries.pdf

Weak-form market efficiency of an emerging Market- Evidence from Dhaka Stock Market of Bangladesh..pdf

What do we know about the profitability of Technical Analysis.pdf

Who Drove and Burst the Tech Bubblea.pdf

Ссылка на комментарий
Гость
Эта тема закрыта для публикации ответов.
×
×
  • Создать...