Intraday Technical Trading in the Foreign Exchange Market

155 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, unknown): “Finally, some studies (Curcio et al., 1997; Osler, 2000, 2003; Neely and Weller, 2003; Kozhan and Salmon, 2006) have examined the profitability of technical analysis on a very high-freqency (intra-day) basis, with mixed results.”
Extended evidence on the use of technical analysis in foreign exchange (2006, unknown): “However, profitability does not seem to apply to intraday data (see Curcio et al., 1997; Neely and Weller, 2003) although chartism has been related to short-term horizons.”
Under the microscope: the structure of the foreign exchange market (2006, background): “12This view appears contrary to that of Evans and Lyons (2002a).”
Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003, background): “Recent studies have also examined the performance of technical trading rules using intra-day data (Raj (2000) and Neely and Weller (2001a)).”
Does intraday technical analysis in the U.S. equity market have value (2008, unknown): “Previous studies, such as Neely and Weller (2003) and Osler (2000), analyze the value of technical analysis on intraday foreign exchange market data, but the absence of foreign exchange market trade data necessitates that these papers estimate transaction prices based on bid and ask quotes.”