A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

By Yufeng Han, Ke Yang, Guofu Zhou. Journal of Financial and Quantitative Analysis, 2013

199 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/704fc18730f5691be495e2ef78ca393a906792f3

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In Finance

1. Gustavo Peralta
2. Abalfazl Zareei

Citations in the corpus

• A Network Approach to Portfolio Selection (2016, methodology): “Following the approach provided in Han et al. (2013), we compute the breakeven transaction cost (BETC) that sets the average returns of the 𝜌–dependent strategy equal to zero.”
• Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns (2016, unknown): “Other recent articles have looked at a moving average strategy derived from past prices (Han et al. (2011)) or construct a trend factor from daily to annual returns that outperforms the standard momentum factor (Han and Zhou (2013)).”