Accueil > Analyse technique > Predictibilite et Profitabilite des figures Chartistes > Références

Prédictibilité et Profitabilité des figures Chartistes

Références

Andrada-Felix, J., F. Fernandez-Rodriguez, and S. Sosvilla-Rivero (1995): “Technical Analysis in the Madrid stock exchange,” Foundation for Applied Economic Research (FEDEA) Working Paper, No. 99-05.

Béchu, T., and E. Bertrand (1999): L’analyse technique: pratiques et méthodes, 4ie. Economica.

Blume, L., D. Easley, and M. O'Hara (1994): “Market statistics and technical analysis : The role of volume,” Journal of Finance, 49(1), 153–181.

Brock, W., J. Lakonishok, and B. LeBaron (1992): “Simple Technical Trading Rules and the Stochastic Properties of Stock Returns,” The Journal of Finance, 47, 1731–1764.

Chang, P., and C. Osler (1999): “Methodical madness: technical analysis and the irrationality of exchange-rate forecasts,” The Economic Journal, 109, 636– 661.

Cheung, Y.-W., and C. Y.-P. Wong (1999): “Foreign Exchange Traders in Hong Kong, Tokyo and Singapore : A Survey Study,” Advances in Pacific Basin Financial Markets, 5, 111–134.

Dacorogna, M., U. Müller, R. Nagler, R. Olsen, and O. Pictet (1993): “A geographical model for the daily and weekly seasonal volatility in the foreign exchange market,” Journal of International Money and Finance, 12, 413–438.

Danielsson, J., and R. Payne (2002): “Real trading patterns and prices in the spot foreign exchange markets,” Journal of International Money and Finance, 21, 203–222.

Dempster, M., and C. Jones (1998b): “Can technical pattern trading be profi- tably automated? 1. Channel,” Centre for Financial Research, Judge Institute of Management Studies, University of Cambridge, working paper. (1998a): “Can technical pattern trading be profitably automated? 2. The head & shoulders,” Centre for Financial Research, Judge Institute of Management Studies, University of Cambridge, working paper.

Detry, P. (2001): “Other evidences of the predictive power of technical analysis: the moving averages rules on European indexes,” EFMA 2001 Lugano Meetings.

Dooley, M., and J. Shafer (1984): “Analysis of Short-Run Exchange Rate Behavior : March 1973 to 1981,” Floating Exchange Rates and The State of World Trade and Payments, pp. 43–70.

Fiess, N., and R. MacDonald (1999): “Technical analysis in the foreign exchange market : a cointegration-based appproach,” Multinational Finance Journal, 3(3), 147–172. (2002): “Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices,” Economic Modeling, 19, 353–374.

Guillaume, D., M. Dacorogna, R. Dave, U. Muller, R. Olsen, and O. Pictet (1994): “From the bird’s eye to the microscope: a survey of new stylized facts of the intra-day foreign exchange markets,” Olsen and Associates manuscript.

Jensen, M. (1970): “Random Walks and Technical Theories: Some additional evidence,” Journal of Finance, 25(2), 469–482.

LeBaron, B. (1999): “Technical trading rule profitability and foreign exchange intervention,” Journal of International Economics, 49, 125–143. Levich, R., and L. Thomas (1993): “The significance of the trading-rule profits in the foreign exchange market : a bootstrap approach,” Journal of International Money and Finance, 12, 1705–1765.

Levy, R. (1971): “The predictive significance of five-point patterns,” Journal of Business, 41, 316–323. Lo, A., H. Mamaysky, and J. Wang (2000): “Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation,” Journal of Finance, 56, 1705–1765.

Lui, Y.-H., and D. Mole (1998): “The use of fundamental and technical analyses by foreign exchange dealers : Hong-Kong evidence,” Journal of International Money and Finance, 17, 535–545.

Lyons, R. (2001): The microstructure approach to exchange rates. MIT Press.

Menkhoff, L. (1998): “The noise trading approach - questionnaire evidence from foreign exchange,” Journal of International Money and Finance, 17, 547–564.

Murphy, J. (1999): Technical Analysis of the Financial Markets. New York Institute of Finance.

Neely, C. (1997): “Technical analysis in the foreign exchange market: a Layman’s guide,” Federal Bank of Saint Louis Working Paper.

Neely, C., and P. Weller (1999): “Intraday Technical Trading in the Foreign Exchange Market,” Federal Reserve Bank of St. Louis Working Paper, No. 99- 016A.

Neely, C., P. Weller, and R. Dittmar (1997): “Is technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach,” Journal of Financial and Quantitative Analysis, 32(4), 405–426.

Osler, C. (1998): “Identifying noise traders: the head-and-shoulders pattern in U.S. Equities,” Federal Reserve Bank of New York.

Osler, C. (2000): “Support for Resistance: Technical Analysis and Intraday Exchange Rates,” Federal Reserve Bank of New York Working Paper.

Ready, M. (1997): “Profits From Technical Trading Rules,” Working Paper, University of Wisconsin-Madison.

Silverman, B. (1986): Density estimation for statistics and data analysis. Chapman and hall.

Sweeney, R. (1986): “Beating the Foreign Exchange Market,” Journal of Finance, 41, 304–314.

Taylor, M., and H. Allen (1992): “The use of technical analysis in the foreign exchange market,” Journal of International Money and Finance, 11, 304–314.

Prof. Walid Ben Omrane et Hervé Van Oppens

Suivant: Methodological Issues

Sommaire: Index