Technical analysis: An asset allocation perspective on the use of moving averages

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Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014, unknown): “…analyze the profitability of trading strategies based on a variety of technical indicators, including filter rules (Fama and Blume 1966), moving averages (Brock et al. 1992, Zhu and Zhou 2009), momentum (Conrad and Kaul 1998, Ahn et al. 2003), and automated pattern recognition (Lo et al. 2000).”
The use of technical analysis by fund managers: International evidence (2010, background): “…some examples: Brock, Lakonishok and LeBaron (1992), Blume, Easley and O’Hara (1994), Lo, Mamaysky and Wang (2000), Kavajecz and Odders-White (2004), Nam, Washer and Chu (2005), Kliger and Kudryavtsev (2008), Friesen, Weller and Dunham (2009), Harris and Yilmaz (2009) or Zhu and Zhou (2009).”
Sparse Signals in the Cross‐Section of Returns (2018, unknown): “DeMiguel et al. (2009) and Zhu and Zhou (2009) document that, when there is uncertainty about the true asset-pricing model, naïve trading strategies and technical trading rules can outperform modelbased predictors out-of-sample.”
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (2013, background): “From a theoretical point of view, Zhu and Zhou (2009) demonstrate that technical analysis can be a valuable learning tool under uncertainty about market dynamics.”