The DOI matches its Crossref record; 9 of the 9 references it cites were found in a registry or an index.
Technical Analysis in Financial Markets
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Efficient capital markets: A review of theory and empirical work
Fama, E. F. (1970) · The Journal of Finance · doi:10.2307/2325486 · Cited by 13,635
Politis, D. N., & Romano, J. P. (1994) · Journal of the American Statistical Association · doi:10.1080/01621459.1994.10476870 · Cited by 2,649
Simple technical trading rules and the stochastic properties of stock returns
BROCK, W., LAKONISHOK, J., & LeBARON, B. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04681.x · Cited by 2,301
Data-snooping, technical trading rule performance and the Bootstrap
Sullivan, R., Timmermann, A., & White, H. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00163 · Cited by 1,028
RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE
Jensen, M. C., & Benington, G. A. (1970) · The Journal of Finance · doi:10.1111/j.1540-6261.1970.tb00671.x · Cited by 369
The profitability of technical trading rules in the Asian stock markets
Bessembinder, H., & Chan, K. (1995) · Pacific-Basin Finance Journal · doi:10.1016/0927-538x(95)00002-3 · Cited by 324
Hudson, R., Dempsey, M., & Keasey, K. (1996) · Journal of Banking & Finance · doi:10.1016/0378-4266(95)00043-7 · Cited by 297
Neftci, S. N. (1991) · The Journal of Business · doi:10.1086/296551 · Cited by 271
Cited by
Technical analysis and the London stock exchange: Testing the MACD and RSI rules using the FT30
Chong, T. T.-L., & Ng, W.-K. (2008) · Applied Economics Letters · doi:10.1080/13504850600993598 · Cited by 220
Rosillo, R., de la Fuente, D., & Brugos, J. A. L. (2013) · Applied Economics · doi:10.1080/00036846.2011.631894 · Cited by 105
Exchange rate prediction using hybrid neural networks and trading indicators
Ni, H., & Yin, H. (2009) · Neurocomputing · doi:10.1016/j.neucom.2008.09.023 · Cited by 94
Gerritsen, D. F. (2016) · International Review of Financial Analysis · doi:10.1016/j.irfa.2016.06.008 · Cited by 32
Metadata
- Authors
- Griffioen, G. A. W.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2003
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W85561527
- Cited by
- 372
- References
- 9
- Type
- posted content
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
