Fanat Опубликовано 11 марта, 2006 Жалоба Поделиться Опубликовано 11 марта, 2006 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.pdfA fractal analysis of foreign exchange markets.pdfA NEW PERSPECTIVE ON THE ANOMALIES IN THE MONTHLY CLOSINGS OF THE DOW JONES INDUSTRIAL AVERAGE.pdfA Non-Random Walk Down Wall Street.zipA Random Walk or Color Chaos on the Stock Market Time-Frequency Analysis of S&P Indexes.pdfA Refined MACD Indicator Evidence against the Random Walk Hypothesis.pdfA Study of the Efficiency of the Foreign Exchange Market through Analysis of Ultra-High Frequency Data.zipA Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets - Hong &Stein.pdfA Variance-Ratio Test of Random Walks in Foreign Exchange Rates.pdfAn analysis of the advance-decline line as a stock market indicator.pdfAn Application of Evolutionary Finance to Firms Listed in the Swiss Market Index.pdfAN EMPIRICAL ANALYSIS OF STOCK MARKET SENTIMENT.pdfAn empirical behavioral model of price formation.pdfAn empirical comparison of moving average envelopes and Bollinger Bands.pdfAn Evolutionary Approach to Technical Trading and Capital Market Efficiency - The Wharton School.pdfBack to the future- an empirical investigation into the validity of stock index models over time.pdfBehavior and Performance of Investment Newsletter Analysts - Yale School of Mgt.pdfBlack-Scholes Option Pricing Using Three Volatility Models- Moving Average, GARCH(1, 1), and Adaptive GARCH.pdfCan channel pattern trading be profitably automated.pdfCan the Neuro Fuzzy Model Predict Stock Indexes Better than its Rivals.pdfCapital Asset Pricing Model & Mutual Fund Performance Studies - Review and Evidence.pdfChartist Prediction in the Foreign Exchange Market - Ahrens &Reitz.pdfClassical doctrines and alternatives in decision-making under risk with respect to asset price dynamics.pdfComprehensibility, Overfitting and Co-Evolution in Genetic Programming for Technical Trading Rules.pdfCultural and stock price clustering- Evidence from the People's Republic of China - Brown Mitchell.pdfCurrency Orders and Exchange Rate Dynamics- An Explanation for the Predictive Success ofTechnical.pdfCurrency Traders and Exchange Rate Dynamics - Cheung &Chinn.pdfDay of the Week Effects- Recent Evidence from Nineteen Stock Markets.pdfDay-trading with candlesticks and moving averages.pdfDistinguishing Between Rationales for Short-Horizon Predictability of Stock Returns.pdfDo Behavioral Biases Affect Prices.pdfDo Futures and Options trading increase stock market volatility.pdfDo Momentum Based Strategies Still Work In Foreign Currency.pdfDo Stocks Follow the Random Walk in Latvian Stock Market.pdfDoes Noise Trader Risk Limit Arbitrage Activities.pdfEmpirical Evidence on Feedback Trading in Mature and Emerging Stock Markets.pdfEmpirical test of changes in autocorrelation of stock index returns.pdfEmpirical tests of changes in autocorrelation of stock index returns.pdfEstimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis.pdfEstimation Risk, Market Efficiency, and the Predictability of Returns.pdfEvidence of Predictable Behavior of Security Returns.pdfExchange rate changes and net positions of speculators in the futures market - Klitgaard and Weir.pdfExpected Returns and Liquidity Premium on the Paris Bourse- an Empirical Investigation.pdfFINANCIAL DATA ANALYSIS WITH TWO SYMMETRIC DISTRIBUTIONS.pdfForecasting Time-dependent Conditional Densities- A Seminonparametric Neural Network Approach.pdfFoundations of Technical Analysis - Lo, Mamaysky &Wang.pdfFoundations of Technical Analysis- Computational Algorithms, Statistical Inference, and Empirical Implementation.pdfFurther insights on the puzzle of technical analysis profitability.pdfFutures Trading and Market Information.pdfGoing Back to the Basics - Rethinking Market Efficiency.pdfHead & Shoulders- not just a flaky pattern - Osler Chang, Federal Reserve Bank of New York.pdfHigh Frequency Exchange Rate Forecasting - Fiess &MacDonald.pdfHIGH-FREQUENCY DISTRIBUTION OF FOREIGN EXCHANGE CHANGES.pdfHow rewarding is technical analysis- Evidence from Singapore stock market.pdfHow the Equity Market Responds to Unanticipated Events.pdfHow to reconcile Market Efficiency and Technical Analysis.pdfImplied Volatility Indices as Leading Indicators of Stock Index Returns - Pierre Giot.pdfIndex funds and stock market growth - William Goetzmann.pdfInstitutional Trading and Return Autocorrelation- Empirical Evidence on Polish Pension Fund Investors' Behavior.pdfInstitutional Trading and Stock Returns - Cai &Zheng.pdfInternational Momentum Effects- A Reappraisal of Empirical Evidence.pdfIntraday Return Volatility Process- Evidence from NASDAQ Stocks.pdfInvestigating the Profitability of Technical Analysis Systems on Foreign Exchange Markets.pdfInvestor sentiment and the cross-section of stock returns - Baker &Wurgler.pdfIs technical analysis in the foreign exchange market profitable - St. Louis Federal Reserve Bank.pdfIs There Private Information in the FX Market The Tokyo Experiment.pdfLimited Arbitrage in Equity Markets.pdfLiquidity and Autocorrelations in Individual Stock Returns.pdfLogarithmic Stock Returns leptokurtosis, heteroskedasticity and change points.pdfLong-Term Memory in Stock Market Prices.pdfMacroeconomic Implications of the Beliefs &Behavior of Foreign Exchange Traders - UC Santa Cruz.pdfMarket Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market.pdfMarket Timing- A Test of a Charting Heuristic - Leigh, Paz &Purvis.pdfMean and variance causality between the Cyprus Stock Exchange and major equity markets.pdfMeasuring Efficiency of a Market in Transition- The Ugandan Foreign Exchange Market.pdfMimickers of Corporate Insiders Who Make Large-Volume Trades.pdfMODELING AND FORECASTING REALIZED VOLATILITY.pdfModelling and Forecasting Exchange Rate Dynamics in Jamaica- An Application of Asymmetric Volatility Models.pdfMomentum and Turnover - Evidence from the German Stock Market.pdfNeural Networks for Technical Analysis- A Study On KLCI.pdfNew Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory- A Study of Technical Analysis - Neftci.pdfNon-linear financial time series forecasting - Application to the Bel 20 stock market index.pdfNonlinearities and Cyclical Behavior- The Role of Chartists and Fundamentalists - Westerhoff &Reitz.pdfNumber Preference In Australian Stock Prices - Chris Doucouliagos.pdfOn Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns.pdfOn Speculative Prices and Random Walks A Denial.pdfOptimizing technical trading strategies- making the ludicious lucrative.pdfPartial Revelation of Information in Experimental Asset Markets.pdfPerformance of Candlestick Analysis on Intraday Futures Data.pdfPhD-A Random Walk through the Stock Market.pdfPhD-News and Trading Rules.pdfPhD-Random Walk Hypotheses and Profitability of Momentum Based Trading Rules.pdfPhD-Technical Analysis in Financial Markets, Gerwin A. W. Griffioen, University of Amsterdam.pdfPhD-TESTING FOR ROMANIAN CAPITAL MARKET EFFICIENCY.pptPortfolio optimization, hidden Markov models, and technical analysis of PnF-Charts.pdfPredicci¢n de Volatilidad y Precios de las Opciones- El caso del Ibex-35.pdfPredictability of short-horizon returns in international equity markets.pdfPredictability of Stock Returns and Consumption-based CAPM- Evidence from a Small Open Market.pdfPredicting Stock Returns in an Efficient Market.pdfPREVISIBILITE DES RENTABILITES SUR LE MARCHE JAMAICAIN DES ACTIONS.pdfPrice clustering and natural resistance points in the Dutch stock market- a natural experiment.pdfPrice Exhaustion and Number Preference- time and price confluence in Australian stock prices - Hristos Doucouliagos.pdfPrice Movements in Speculative Markets- Trends or Random Walks.pdfPricing Effects of Recognition versus Disclosure- Evidence from Firms Recognition of Employee Stock Option Expense.pdfProfitability of Momentum Strategies in the International Equity Markets - Chan, Hameed & Tong.pdfProfitability of Momentum Strategies in the International Equity Markets.pdfProfitability of Momentum Strategies- Application of Novel Risk_Return Ratio Stock Selection Criteria.pdfProfits from technical trading rules.pdfPsychological Barriers in Gold Prices - Brian Lucey.pdfReturns to Buying Winners and Selling Losers- Implications for Stock Market Efficiency.pdfSimple technical trading rules and the stochastic properties of stock returns.pdfSmoke and Mirrors_ Charting and Technical Analysis - Aswath Damodaran.pdfSome A Posteriori Probabilities in Stock Market Action.pdfSOME EMPIRICS OF THE TURKISH STOCK MARKET.pdfSTOCHASTIC VOLATILITY IN A QUANTITATIVE MODEL OF STOCK MARKET RETURNS.pdfStock index and price dynamics in the UK and the US, new evidence from a trading rule and Statistical analysis.pdfStock Market Forecasting.pdfStock Market Trading Rule Discovery Using Technical Charting Heuristics.pdfStock Price Patterns around Directors Trades on the London Stock Exchange.pdfStock Prices- Random vs. Systematic Changes.pdfStock Return Predictability- Is it There.pdfStock timing using genetic algorithms.pdfStop Loss Orders and Price Cascades in Currency Markets - Osler.pdfSTYLIZED STATISTICAL FACTS OF INDONESIAN FINANCIAL DATA- Empirical Study of Several Stock Indexes in Indonesia.pdfSupport for Resistance- Technical Analysis and Intraday Exchange Rates.pdfSurvival of the Fittest on Wall Street.pdfSystematic Noise - Barber, Odean &Zhu.pdfTA-EmpiricalResults.jpgTaking A Peek Inside The Turtles Shell.pdfTechnical Analysis and Genetic Programming- Constructing and Testing a Commodity Portfolio.pdfTechnical Analysis and Liquidity Provision.pdfTechnical analysis in foreign exchange markets, evidence from the EMS.pdfTechnical Analysis in Foreign Exchange- The Workhorse Gains Further Ground - Gehrig &Menkhoff.pdfTemporary Movements in Stock Prices - Jonathan Lewellen.pdfTest of Market Efficiencies Using Experimental Electronic Markets.pdfTesting for Ongoing Efficiency in the Russian Stock Market.pdfThe Adaptive Markets Hypothesis- Market Effciency from an Evolutionary Perspective.pdfThe Distribution of Stock Return Volatility.pdfThe Efficient Market Hypothesis and the Dynamic Behavior of Sugar Future Prices.pdfThe empirical relationship between stock returns, return volatility and trading volume - Roland Mestel.pdfThe Evaluation of the Lithuanian Stock Market with the Weak-form Market Efficiency Hypothesis.pdfThe Impact of Stock Index Futures Trading on Daily Returns Seasonality- A Multicountry Study.pdfThe Improper Use of Dartboard Portfolios as Performance Benchmarks.pdfThe Negative News Threshold.pdfTHE PREDICTABILITY OF NON-OVERLAPPING FORECASTS- EVIDENCE FROM THE DERIVATIVES MARKET IN GREECE.pdfThe Predictive Power of Head-and-Shoulders Price Patterns in the U.S. Stock.pdfThe Predictive Success and Profitability of Chart Patterns in the EuroDollar Foreign Exchange Market - Walid Ben Omrane, Finance Unit, Catholic University of Louvain.pdfThe Relevance of Trends for Predictions of Stock Returns.pdfThe Reversal of Large Stock Price Declines- The Case of Large Firms - Benou & Richie.pdfThe Variation of Certain Speculative Prices.pdfTrading rule profits in Latin American currency spot rates.pdfTrading Rules and Trading Volume - Stefan Nagel.pdfTRANSACTION COSTS AND MARKET EFFICIENCY.pdfUse of Momentum in trading across industry sectors - Yuri Krapivin.pdfWhat Goes Up Must Come Down- How Charts Influence Decisions to Buy and Sell Stocks.pdf PatentsEP01109122A2-System for charting financial market activities.pdf.pdfUS06018722-SEC Registered Individual Account Investment Advisor Expert System.pdfUS24225592A1-Computer Implemented Method and System of Trading Indicators based on Price and Volume.pdf.pdfUS25086150A1-Stock Market Trading Systems Creation Algorithm.pdfWO00113313A2--Automated Investment Chart Pattern Search System for Technical Analysis.pdf Of InterestA brief history of market efficiency.pdfA Contribution to the Theory of Information Acquisition in Financial Markets.pdfA Historical Analysis of Market Efficiency- Do Historical Returns Follow a Random Walk.pdfA Joint Review of Technical and Quantitative Analysis of Financial Markets Towards A Unified Science of Intelligent Finance.pdfA Random-Difference Series for Use in the Analysis of Time Series.pdfA Revision of Previous Conclusions Regarding Stock Price Behavior.pdfAdaptive Expectations and Stock Market Crashes.pdfAn Empirical Study on the Relationship between Cost of Funds and the Volatility of Asset Prices.pdfAnnotated_Biblio-A Study of the Efficiency of the Foreign Exchange Market Through Analysis of Ultra-High Frequency Data.pdfANOMALIES BOURSIERES SUR LE MARCHE JAMAICAIN DES ACTIONS.pdfARCH-simopt.pdfAre Nq1 heads better than one The timing and selectivity of Australian-managed investment funds.pdfAre There Trends Towards Efficiency For the Egyptian Stock Market.pdfAsset Mispricing, Arbitrage, and Volatility.pdf-EmmonsSchmid.pdfAsset Prices in an Exchange Economy.pdfBachelier and His Times- A Conversation with Bernard Bru.pdfBachelier100years.pdfBayesian Robust Estimation of Systematic Risk Using Product Partition Models.pdfBeyond Correlation- Extreme Co-movements Between Financial Assets.pdfBiblio-TA for Professional Traders.pdfBiblio-Technical Market Research for Professional Traders.pdfBibliography-Efficient Markets Hypothesis and Random Walk.pdfBooks-Efficient Markets Hypothesis and Random Walk.pdfBrownian Motion in the Stock Market.pdfCan Stock Market Forecasters Forecast.pdfCapital Asset Prices- A Theory of Market Equilibrium under Conditions of Risk.pdfCharting and Technical Analysis - Aswath Damodaran, NYU Stern.pdfCombination of Forecasts- A Bibliography.pdfComparison among different approaches for risk estimation in portfolio theory.pdfCompeting Theories of Financial Anomalies.pdfCONSIDERACIONES SOBRE LA EFICIENCIA DEL MERCADO DE CAPITALES ARGENTINO.pdfConstrained Nonliner Programming for Volatility Estimation with GARCH Models.pdfDensity Forecasting- A Survey.pdfDevising Zero-investment Strategies using Reward-Risk Stock Selection Criteria.pdfDistinguished Limits of Levy-Stable Processes, and Applications to Option Pricing.pdfDoes the Stock Market Rationally Reflect Fundamental Values.pdfEconometric Modelling of the Volatility of Financial Time Series.pdfEconomic Fundamentals, Risk, and Momentum Profits - Liu, Warner &Zhang.pdfEfficient Capital Markets and Martingales.pdfEfficient Capital Markets- Comment.pdfEfficient Market Hypothesis and Market Anomalies.pdfEFICIENCIA DEL MERCADO DE CAPITALES. UNA ILUSTRACION.pdfetc.txtExact shapes of random walks in two dimensions.pdfExamining the First Stages of Market Performance. A Test for Evolving Market Efficiency.pdfFama-Efficient Capital Markets- A Review of Theory and Empirical Work.pdfFama-Efficient Capital Markets- II.pdfFama-Filter Rules and Stock-Market Trading.pdfFAMA-Market efficiency, long-term returns, and behavioral finance.pdfFama-Permanent and Temporary Components of Stock Prices.pdfFAMA-Random Walks in Stock Market Prices.pdfFama-Reply.pdfFama-The Behavior of Stock-Market Prices.pdfFinancial Market Efficiency Tests.pdfFinancial Markets, Noise Traders, and Fundamental Risk- Background Memo.pdfFINANCIAL TIME SERIES AND THEIR FEATURES.pdfForecasts of Future Prices, Unbiased Markets, and Martingale Models.pdfForms of the Efficient Market Hypothesis.pdfFrom Minority Games to Real Markets.pdfFrom Random Walks to Chaotic Crashes- The Linear Genealogy of the Efficient Market Hypothesis.pdfFrontiers of Finance- Evolution and Efficient Markets.pdfFutures Trading, Rational Expectations, and the Efficient Markets Hypothesis.pdfGeometric versus arithmetic random walk. The case of trended variables.pdfGoodness-of-Fit Test focuses on Conditional Value at Risk- An Empirical Analysis of Exchange Rates.pdfGrowth Cycles and Market Crashes.pdfHerd Behavior in Financial Markets - Bikhchandani &Sharma.pdfHerding and delegated portfolio management - Maug &Naik.pdfHeterogeneity effects from Market Interventions.pdfHistory of the Random Walk Hypotheses and Efficient Markets H...pdfInput Data Reduction for the Prediction of Financial Time Series.pdfIntra-Day Trading- Herding versus Market Efficiency.pdfIs More Information Better The Effect of Traders' Irrational Behavior on an Artificial Stock Market.pdfLarge Sample Properties of Generalized Method of Moments Estimators.pdfLinkages between Extreme Stock Market and Currency Returns.pdfMandelbrot and the Stable Paretian Hypothesis.pdfMarket Efficiency notes.pdfMarket Efficiency- Definitions and Tests.pdfMarket Efficiency.pdfMarket Law Foundv Supply and Demand Follow Same Pattern for all Firms.pdfMarket Orders and Market Efficiency.pdfMarket Selection and Survival of Investment Strategies.pdfMarket Timing - Aswath Damodaran, NYU Stern.pdfMARKNADEN F™R FINANSIELL RDGIVNING.pdfMean Reversion in Stock Prices A Reappraisal of the Empirical Evidence.pdfMerger Announcements and Insider Trading Activity- An Empirical Investigation.pdfMicroscopic Models of Financial Markets.pdfModeling and Forecasting Realized Volatility.pdfMSc-The Distribution of Stock Returns at Taiwan.pdfNew approaches to shapes or arbitrary random walks.pdfNoise.pdfNonrational Actors and Financial Market Behavior.pdfOn the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information.pdfOn the emergent properties of artificial stock markets- the efficient market hypothesis and the rational expectations hypothesis.pdfOn the Impossibility of Informationally Efficient Markets.pdfOn the Random Walk Characteristics of Short- and Long-Term Interest Rates In an Efficient Market.pdfOne Simple Test of Samuelson's Dictum for the Stock Market.pdfPhD-Empirical Analysis of Investment Strategies for Institutional Investors.pdfPhD-Validaci¢n de la eficiencia y modelos de fijaci¢n de precios en el mercado mexicano de valores.pdfPredicting the Stock Market.pdfPurely Discontinuous Asset Price Processes.pdfRandom Walk and Forward Exchange Rates- A Spectral Analysis.pdfRandom Walks and Technical Theories-Some Additional Evidence- Discussion.pdfRational Finite Bubbles.pdfRe-Examining the Profitability of Technical Analysis with White's Reality Check - Hsu &Kuan.pdfReference list of misc- TA related academic research papers.pdfRESISTANCE IS FUTILE- THE ASSIMILATION OF BEHAVIORAL FINANCE.pdfReview-Martingales, Nonlinearity, and Chaos.pdfRevisiting Market Efficiency- The Stock Market as a Complex Adaptive System.pdfRisk Aversion and the Martingale Property of Stock Prices.pdfSECURITY PRICE DYNAMICS AND SIMULATION IN FINANCIAL ENGINEERING.pdfShaking the Tree- An Agency-Theoretic Model of Asset Pricing.pdfSome Anomalous Evidence Regarding Market Efficiency.pdfSome Quantitative Tests for Stock Price Generating Models and Trading Folklore.pdfSpeculative Dynamics and the Role of Feedback Traders.pdfStochastic Programming Models for Asset Liability Management.pdfStock Market Predictability- Is it There, A Critical Review.pdfStock Returns and Dividend Yields Revisited- A New Way to Look at an Old Problem.pdfStock Returns and the Test of the Random Walk Hypothesis.pdfStrategic Long-Term Financial Risks- Single Risk Factors.pdfSurvival.pdfTechnical Analysis in the Foreign Exchange Market- A Layman's Guide - Christopher J. Neely.pdfTests of Financial Models in the Presence of Overlapping Observations.pdfThe Adjustment of Stock Prices to New Information.pdfThe Analysis of Economic Time-Series-Part I- Prices.pdfThe Effect of Model Misspecification on Tests of the Efficient Market Hypothesis.pdfThe efficient market hypothesis and its critics.pdfThe Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry.pdfThe Efficient Market Hypothesis- A Survey.pdfThe Efficient Markets Hypothesis.pdfThe Extent and Significance of Technical Analysis in the Foreign Exchange Markets - Aaron Schiff.pdfThe FiniteMoment Log Stable Process and Option Pricing.pdfThe Influence of Positive Feedback Trading on Return Autocorrelation - Bohl &Reitz.pdfTHE MONTHLY EFFECT IN INTERNATIONAL STOCK MARKETS- EVIDENCE AND IMPLICATIONS.pdfThe Nobel Memorial Prize for Robert F Engle.pdfThe Performance of Mutual Funds in the Period 1945-1964.pdfThe Problem of the Random Walk.pdfThe Profitability of Technical Analysis- A Review.pdfThe Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion.pdfThe Value of Information in Impersonal and Personal Markets.pdfTheorie de la Speculation - L Bachelier 1900.pdfToward a Theory of Marginally Efficient Markets.pdfTrends, Random Walks, and the Expectations-Augmented Phillips Curve Evidence from Six Countries.pdfWeak-form market efficiency of an emerging Market- Evidence from Dhaka Stock Market of Bangladesh..pdfWhat do we know about the profitability of Technical Analysis.pdfWho Drove and Burst the Tech Bubblea.pdf Ссылка на комментарий
Fanat Опубликовано 11 марта, 2006 Автор Жалоба Поделиться Опубликовано 11 марта, 2006 Eсли кому то интересно, могу загрузить. Только пожалуйста скажите как и куда так как файл не прошел . Ссылка на комментарий
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