Forskningsartikler

Nedenfor har vi samlet noen interessante artikler som handler om eller relaterer til teknisk analyse, market timing, effisient market hypotesen m.m.

 

 IFTA

Den årvise IFTA journalen for 2010. I denne utgaven blant annet Wykcoff Proofs, How the Technical Analyst can profit by understanding Real Estate, Volume Breadth Index, A New Market Breadth Indicator for Analysis of Emerging Markets.
 

 IFTA

Den årvise IFTA journalen for 2009. I denne utgaven finner du blant annet disse artiklene: Inferring Trading Strategies from Probabilty Functions, Volume Zone Oscilator, Optimising for the Highest Probability of Profit at Some Future Point in Time.  

 IFTA

Den årvise IFTA journalen for 2008. I denne utgaven finner du blant annet disse artiklene: An Exploration of the Nature of Bull Market Tops, Wyckoff Laws: A market Test, Dynamic MACD, Standard Deviation Embedded in the MACD indicator for Accurate Adjustment to Financial Market  

 IFTA

Den årvise IFTA journalen for 2005. I dette eksemplaret finnes blant annet: Three (Behavioral) Models from France for Technical Anlysis, Applying Cycle and Channel Analysis to Forcast the Breakout Direction of Symmetrical Triangels, Timing Analysis Using Trend Extraction Timing Model.  
   IFTA Den årvise IFTA journalen for 2004. Artikler: Momentum Strategies Applied To Sector Indices, Wyckoff Laws: A Market Test, Twelve Chart Patterns Within A Cobweb.  
JOF Market Statistics and Technical Analysis: The Role of volume."We show that volume provides information on information quality that cannot be deduced from the price statistic..."
JOF Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. "In this paper, we propose a systematic and automatic approach to technical pattern recognition..."
RFS On technical analysis. "A two-period dynamic model of equilibrium is used to demonstrate that rational investors use historical prices in forming their demands..."
Cowles Foundation
Yale University
Measuring Bubble Expectations and Investor Confidence.Professor Robert Shiller ved Yale University undersøker i denne artikkelen to attityder ved investorer. Den ene å kjøpe når man tror man er i en boble, den andre er begrepet investor confidence.
The Handbook of Managed Futures. C. Peters & B. Warwick. Kapitlene 19, 20, 21, 23 omhandler spesielt det tekniske aspektet. Link
Arizona State University Market Efficiency and the Returns to Technical Analysis. H. Bessembinder & K. Chan.

Skriv ut