Technical Analysis and Central Bank Intervention

2001

144 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/497a506318ed482041ba1f8e237c950eaadc51cc

Citations in the corpus

• The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (2002, unknown): “These exchange rate and interest rate series have been described in Neely et al. (1997) and Neely and Weller (2001); summary statistics are omitted for brevity.”
• The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, unknown): “…Lucke, 2003), candlestick formations (Fiess and MacDonald, 2002), neural networks (Gencay, 1999), genetic programming (Neely, Weller and Dittmar, 1997; Neely and Weller, 1999, 2001), Markov switching models (Marsh, 2000; Dueker and Neely, 2005) and real-time trading models (Gencay et al., 2003).”
• Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market (2005, unknown): “11 Neely et al. (1997) also claim that 0.”