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Can commodity futures be profitably traded with quantitative market timing strategies?
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“Despite these findings, there is no clear consensus on the predictability of technical trading rules in the literature, with many papers indicating that technical trading rules do not offer any predictive power, especially once transaction costs have been accounted for”
From Technical trading and cryptocurrencies (2021) · cites this paper as Marshall et al. 2008a,b
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Metadata
- Authors
- Marshall, B. R., Cahan, R. H., & Cahan, J. M.
- Affiliations
- Massey University (NZ)
- Corresponding author
- Marshall, Ben R.
- ORCID
- Marshall, Ben R.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 2008-09
- Volume
- 32
- Issue
- 9
- Pages
- 1810-1819
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W3123631543
- Cited by
- 118
- References
- 33
- Citations by year
- 2026: 2 · 2025: 4 · 2024: 2 · 2023: 4 · 2022: 2 · 2021: 10 · 2020: 4 · 2019: 6 · 2018: 9 · 2017: 7 · 2016: 6 · 2015: 17 · 2014: 10 · 2013: 10 · 2012: 7
- FWCI
- 7.10
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Locations
- Journal of Banking & Finance (publishedVersion)
- SSRN Electronic Journal (acceptedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
- Keywords
- commodity futures, trading rules, data snooping bias, bootstrapping, random walk hypothesis
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