The DOI matches its Crossref record; 32 of the 33 references it cites were found in a registry or an index.
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
Citations
Cites
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Does intraday technical analysis in the U.S. equity market have value?
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Self-citationThe Profitability of Technical Analysis: A ReviewPreprint
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Research works printed but not linked: 1
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Cited by
Sorted by citations
Should investors include commodities in their portfolios after all? New evidence
Daskalaki, C., & Skiadopoulos, G. S. (2011) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2011.02.022 · Cited by 342
Trend-following trading strategies in commodity futures: A re-examination
Szakmary, A. C., Shen, Q., & Sharma, S. C. (2009) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2009.08.004 · Cited by 219
Tactical allocation in commodity futures markets: Combining momentum and term structure signals
Fuertes, A.-M., Miffre, J., & Rallis, G. (2010) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2010.04.009 · Cited by 206
An analysis of commodity markets: What gain for investors?
Narayan, P. K., Narayan, S., & Sharma, S. S. (2013) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2013.07.009 · Cited by 168
Does gold offer a better protection against losses in sovereign debt bonds than other metals?
Agyei‐Ampomah, S., Gounopoulos, D., & Mazouz, K. (2014) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2013.11.014 · Cited by 156
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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