1. The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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2. Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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3. Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwes chaotic exchange rate model. (2023). Westerhoff, Frank H ; Mignot, Sarah.
   In: BERG Working Paper Series.
   RePEc:zbw:bamber:279554.

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4. Stabilizing Asset Prices through Transition from Continuous Trading to Electronic Auctions. (2023). Schulmeister, Stephan.
   In: WIFO Working Papers.
   RePEc:wfo:wpaper:y:2023:i:666.

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5. Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel.
   In: Journal of Evolutionary Economics.
   RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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6. Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations. (2023). Westerhoff, Frank ; Mignot, Sarah.
   In: Open Economies Review.
   RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09667-5.

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7. Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270.

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8. Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953.

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9. Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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10. Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model. (2023). Yagi, Isao ; Mizuta, Takanobu.
    In: Papers.
    RePEc:arx:papers:2309.10220.

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11. Evaluating the predictive power of intraday technical trading in Chinas crude oil market. (2022). Jin, Xiaoye.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:7:p:1416-1432.

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12. The Janus view: Do market participants looking into the past impact foreign exchange volatility?. (2022). Trivedi, Smita Roy.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3990-4001.

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13. Technical analysis using Heiken Ashi Stochastic: To catch a trend, use a HASTOC. (2022). Trivedi, Smita Roy.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1836-1847.

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14. Exchange rate forecasting using economic models and technical trading rules. (2022). Snaith, Stuart ; Coakley, Jerry ; Zarrabi, Nima.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:28:y:2022:i:10:p:997-1018.

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15. Speculative housing markets and rent control: insights from nonlinear economic dynamics. (2022). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-020-00312-3.

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16. Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Xiong, Xiong ; Zhang, Wei ; Li, Jie ; Zhou, Zhong-Qiang.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

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17. Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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18. The Profitability of Technical Analysis during the COVID-19 Market Meltdown. (2022). Gradojevic, Nikola ; Lento, Camillo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:192-:d:797810.

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19. Feedback trading: a review of theory and empirical evidence. (2022). Gebka, Bartosz ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Economou, Fotini.
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:rbf-12-2021-0268.

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20. Technical trading rule profitability in currencies: It’s all about momentum. (2022). Oreilly, Philip ; Obrien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C ; Sharma, Tripti.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001659.

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21. How can the cost and effectiveness of renewable portfolio standards be coordinated? Incentive mechanism design from the coevolution perspective. (2022). Zhen, Wang ; Hui, Wang ; Yi, Zuo ; Xin-Gang, Zhao.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:158:y:2022:i:c:s1364032122000260.

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22. Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983.

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23. Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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24. Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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25. A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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26. Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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27. Do new investment strategies take existing strategies returns -- An investigation into agent-based models. (2022). Mizuta, Takanobu.
    In: Papers.
    RePEc:arx:papers:2202.01423.

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28. Instability of financial markets by optimizing investment strategies investigated by an agent-based model. (2022). Takashima, Kosei ; Yagi, Isao ; Mizuta, Takanobu.
    In: Papers.
    RePEc:arx:papers:2202.00831.

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29. .

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30. Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank H ; Tramontana, Fabio ; Mignot, Sarah.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:169.

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31. Some key developments in international financial management. (2021). de Vargas, Santiago Ruiz ; Breuer, Wolfgang.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01039-8.

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32. Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z.

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33. Technical trading and cryptocurrencies. (2021). Urquhart, Andrew ; Hudson, Robert.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1.

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34. The ABC’s of the alternative risk premium: academic roots. (2021). Fabozzi, Frank J ; Gorman, Stephen A.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00234-0.

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35. Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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36. Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402.

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37. Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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38. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136.

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39. The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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40. What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective. (2021). Jin, Xiaoye.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443120301657.

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41. Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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42. Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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43. The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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44. Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen.
    In: Papers.
    RePEc:arx:papers:2105.10019.

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45. Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:160.

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46. The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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47. Proposing an Innovative Model Based on the Sierpinski Triangle for Forecasting EUR/USD Direction Changes. (2020). Rahimi, Fatemeh ; Mousavian, Seyed Alireza.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:15:y:2020:i:4:p:423-444.

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48. Balance Sheet Effects of a Currency Devaluation: A Stock-Flow Consistent Framework for Mexico?. (2020). Yajima, Giuliano Toshiro ; Nalin, Lorenzo.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_980.

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49. A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm. (2020). Godinho, Pedro ; Alves, Maria Joo ; Macedo, Luis Lobato.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-016-9641-9.

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50. Bet against the trend and cash in profits. (2020). Lang, Dany ; Ramos, Raquel Almeida ; Bassi, Federico.
    In: FMM Working Paper.
    RePEc:imk:fmmpap:60-2020.

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51. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data. (2020). Uctum, Remzi ; el Ouadghiri, Imane.
    In: Post-Print.
    RePEc:hal:journl:hal-03319091.

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52. The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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53. The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890.

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54. News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar. (2020). Peters, Wiebke ; Lessmann, Stefan ; Semiromi, Hamed Naderi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300784.

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55. Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

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56. The Out-of-Sample Performance of Carry Trades. (2020). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15052.

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57. Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. (2020). Maruyama, Shunya ; Yagi, Isao ; Mizuta, Takanobu.
    In: Papers.
    RePEc:arx:papers:2010.13036.

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58. Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. (2020). Hoshino, Mahiro ; Yagi, Isao ; Mizuta, Takanobu.
    In: Papers.
    RePEc:arx:papers:2010.08992.

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59. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2019). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:151.

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60. A technical approach to equity investing in emerging markets. (2019). Niroomand, Farhang ; Hayes, Linda A ; Metghalchi, Massoud.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:3:p:389-403.

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61. Cross-market information spillover and the performance of technical trading in the foreign exchange market. (2019). Chang, Yung-Ho.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9440-3.

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62. Can we predict currency momentum crashes?. (2019). Zhang, Zhekai ; Cerrato, Mario.
    In: Working Papers.
    RePEc:gla:glaewp:2019_12.

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63. Can we predict currency momentum crashes?. (2019). Zhang, Zhekai ; Cerrato, Mario.
    In: Working Papers.
    RePEc:gla:glaewp:2019-12.

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64. A financial market model with confirmation bias. (2019). Tramontana, Fabio ; Cafferata, Alessia.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:51:y:2019:i:c:p:252-259.

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65. The performance of technical trading rules in Socially Responsible Investments. (2019). Zhang, Hanxiong ; Urquhart, Andrew.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:63:y:2019:i:c:p:397-411.

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66. Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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67. Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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68. The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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69. A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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70. DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET. (2019). Yamamoto, Ryuichi.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:23:y:2019:i:05:p:1757-1792_00.

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71. Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:50-20.

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72. An agent-based model for designing a financial market that works well. (2019). Mizuta, Takanobu .
    In: Papers.
    RePEc:arx:papers:1906.06000.

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73. Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:134.

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74. DOES INVESTOR ATTENTION MATTER TO RENMINBI TRADING?. (2018). Chen, Tao.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:63:y:2018:i:03:n:s0217590815500721.

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75. Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:389.

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76. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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77. Technical Analysis Strategies: Development of Heiken Ashi Stochastic. (2018). Roy Trivedi, Smita.
    In: MPRA Paper.
    RePEc:pra:mprapa:89594.

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78. Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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79. Construction of currency portfolios by means of an optimized investment strategy. (2018). Chandrinos, Spyros K ; Lagaros, Nikos D.
    In: Operations Research Perspectives.
    RePEc:eee:oprepe:v:5:y:2018:i:c:p:32-44.

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80. Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

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81. .

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82. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:119.

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83. Deep networks for predicting direction of change in foreign exchange rates. (2017). Galeshchuk, Svitlana ; Mukherjee, Sumitra .
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:24:y:2017:i:4:p:100-110.

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84. Technological bias at the exchange rate market. (2017). Bajo, Javier ; Galeshchuk, Svitlana.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:24:y:2017:i:2-3:p:80-86.

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85. Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling .
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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86. Estimating the portion of technical analysts in a market. (2017). Cook, Jonathan.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:41:p:4127-4137.

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87. Predictability of Foreign Exchange Rates with the AR(1) Model. (2017). Hadjixenophontos, Andreas ; Christodoulou-Volos, Christos .
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:7:y:2017:i:4:f:7_4_3.

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88. Exchange rate forecasting and the performance of currency portfolios. (2017). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Fortin, Ines.
    In: Economics Series.
    RePEc:ihs:ihsesp:326.

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89. A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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90. Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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91. FX technical trading rules can be profitable sometimes!. (2017). Snaith, Stuart ; Coakley, Jerry ; Zarrabi, Nima .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:49:y:2017:i:c:p:113-127.

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92. Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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93. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

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94. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Passamani, Giuliana ; Tomaselli, Matteo ; Tamborini, Roberto.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/10.

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95. Random Regression Forest Model using Technical Analysis Variables: An application on Turkish Banking Sector in Borsa Istanbul (BIST). (2016). Yuksel, Serhat ; Hacioglu, Umit ; Dincer, Hasan ; Emir, Senol.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:5:y:2016:i:3:p:85-102.

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96. Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies. (2016). Zainudin, Rozaimah ; Phooi, Jacinta Chan.
    In: PLOS ONE.
    RePEc:plo:pone00:0160931.

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97. The Role of Hormones in Financial Markets. (2016). Ladley, Daniel ; Bose, Subir ; Li, Xin.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:16/01.

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98. The enigmatic dollar-euro exchange rate and the worlds biggest forex market - performance, causes, consequences. (2016). Priewe, Jan.
    In: IMK Studies.
    RePEc:imk:studie:49-2016.

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99. If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. (2016). Accominotti, Olivier ; Chambers, David.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64722.

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100. Chasing trends at the micro-level: The effect of technical trading on order book dynamics. (2016). Ladley, Daniel ; Chiarella, Carl.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:72:y:2016:i:s:p:s119-s131.

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101. Technical trading: Is it still beating the foreign exchange market?. (2016). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:102:y:2016:i:c:p:188-208.

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102. Does frequency matter for intraday technical trading?. (2016). Frömmel, Michael ; Frommel, Michael ; Lampaert, Kevin .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:18:y:2016:i:c:p:177-183.

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103. Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:47:y:2016:i:c:p:270-280.

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104. How profitable are FX technical trading rules?. (2016). Coakley, Jerry ; Nankervis, John ; Marzano, Michele .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:45:y:2016:i:c:p:273-282.

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105. Heterogeneous expectation, beliefs evolution and house price volatility. (2016). Zhang, Hao ; Yao, Haixiang ; Huang, Yuyuan .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:53:y:2016:i:c:p:409-418.

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106. A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
     In: Papers.
     RePEc:arx:papers:1604.08824.

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107. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:96.

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108. Dynamic predictor selection and order splitting in a limit order market. (2015). Yamamoto, Ryuichi.
     In: Working Papers.
     RePEc:wap:wpaper:1514.

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109. Revisiting purchasing power parity in major oil-exporting countries. (2015). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao ; Cheng, Shu-Ching .
     In: Macroeconomics and Finance in Emerging Market Economies.
     RePEc:taf:macfem:v:8:y:2015:i:1-2:p:108-116.

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110. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
     In: MPRA Paper.
     RePEc:pra:mprapa:67470.

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111. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). el Ouadghiri, Imane.
     In: Working Papers.
     RePEc:hal:wpaper:hal-04141409.

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112. A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities. (2015). Westerhoff, Frank ; Gardini, Laura ; Tramontana, Fabio.
     In: Mathematics and Computers in Simulation (MATCOM).
     RePEc:eee:matcom:v:108:y:2015:i:c:p:16-40.

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113. Exchange rate forecasts and expected fundamentals. (2015). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:53:y:2015:i:c:p:235-256.

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114. Predictability and ‘good deals’ in currency markets. (2015). Potì, Valerio ; Levich, Richard M. ; Poti, Valerio.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:31:y:2015:i:2:p:454-472.

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115. Which heuristics can aid financial-decision-making?. (2015). Hudson, Robert ; Soufian, Mona ; Skerratt, Len ; Forbes, William.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:42:y:2015:i:c:p:199-210.

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116. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:34:y:2015:i:c:p:112-130.

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117. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane.
     In: EconomiX Working Papers.
     RePEc:drm:wpaper:2015-17.

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118. Exchange rate forecasts and expected fundamentals. (2014). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1974.

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119. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper .
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:21.

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120. Spread trading strategies in the crude oil futures market. (2014). Lubnau, Thorben .
     In: Discussion Papers.
     RePEc:zbw:euvwdp:353.

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121. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
     In: Department of Economics Working Paper Series.
     RePEc:wiw:wus005:4181.

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122. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp176.

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123. A General Financial Transactions Tax. Motives, Effects and Implementation According to the Proposal of the European Commission. (2014). Schulmeister, Stephan.
     In: WIFO Working Papers.
     RePEc:wfo:wpaper:y:2014:i:461.

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124. Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence. (2014). Pätäri, Eero ; Patari, Eero ; Vilska, Mika .
     In: Applied Economics.
     RePEc:taf:applec:v:46:y:2014:i:24:p:2851-2872.

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125. International Diversification Benefits with Foreign Exchange Investment Styles. (2014). Schrimpf, Andreas ; Kroencke, Tim ; Schindler, Felix.
     In: Review of Finance.
     RePEc:oup:revfin:v:18:y:2014:i:5:p:1847-1883..

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126. Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market. (2014). Bień-Barkowska, Katarzyna.
     In: Emerging Markets Finance and Trade.
     RePEc:mes:emfitr:v:50:y:2014:i:1:p:93-117.

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127. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
     In: Working Papers.
     RePEc:ipg:wpaper:2014-390.

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128. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
     In: Working Papers.
     RePEc:ipg:wpaper:2014-147.

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129. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
     In: Economics Series.
     RePEc:ihs:ihsesp:305.

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130. Official FX interventions through derivatives. (2014). Kohlscheen, Emanuel ; Andrade, Sandro C..
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:47:y:2014:i:c:p:202-216.

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131. Technical analysis and individual investors. (2014). Hoffmann, Arvid ; Shefrin, Hersh ; Hoffmann, Arvid O. I., ; Hoffmann, Arvid O. I., .
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:107:y:2014:i:pb:p:487-511.

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132. Predictability, trading rule profitability and learning in currency markets. (2014). Potì, Valerio ; Pattitoni, Pierpaolo ; Cucurachi, Paolo ; Poti, Valerio ; Levich, Richard M..
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:33:y:2014:i:c:p:117-129.

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133. Prices, debt and market structure in an agent-based model of the financial market. (2014). Fischer, Thomas ; Riedler, Jesper .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:48:y:2014:i:c:p:95-120.

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134. Speculative behavior and the dynamics of interacting stock markets. (2014). Westerhoff, Frank ; Schmitt, Noemi.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:45:y:2014:i:c:p:262-288.

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135. Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market. (2014). Taylor, Mark ; HSU, Po-Hsuan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:10018.

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136. Behavioral Models of the Foreign Exchange Market: is there any empirical content?. (2014). Barroso, João ; João Barata R. B. Barroso, .
     In: Working Papers Series.
     RePEc:bcb:wpaper:364.

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137. DAILY EXCHANGE RATE DETERMINATION: SHORT-TERM SPECULATION AND LONGERTERM EXPECTATION. (2014). Seddha-Udom, Thanaporn.
     In: Review of Applied Economics.
     RePEc:ags:reapec:264594.

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138. Prices, debt and market structure in an agent-based model of the financial market. (2013). Riedler, Jesper ; Fischer, Thomas.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:12045r.

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139. Speculative behavior and the dynamics of interacting stock markets. (2013). Westerhoff, Frank ; Schmitt, Noemi.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:90.

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140. Heterogeneous expectations and exchange rate dynamics. (2013). Zheng, Min ; Chiarella, Carl.
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:19:y:2013:i:5:p:392-419.

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141. Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies. (2013). de la Fuente, D. ; Rosillo, R. ; J. A. L. Brugos, .
     In: Applied Economics.
     RePEc:taf:applec:45:y:2013:i:12:p:1541-1550.

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142. The role of cognitively biased imitators in a small scale agent-based financial market. (2013). Tramontana, Fabio.
     In: DEM Working Papers Series.
     RePEc:pav:demwpp:029.

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143. Market Ecologies: The Interaction and Profitability of Technical Trading Strategies. (2013). Ladley, Daniel ; Jackson, Antony .
     In: Discussion Papers in Economics.
     RePEc:lec:leecon:13/02.

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144. Fuzzy logic, trading uncertainty and technical trading. (2013). Gradojevic, Nikola ; Gencay, Ramazan ; Genay, Ramazan.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:2:p:578-586.

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145. Lessons from the evolution of foreign exchange trading strategies. (2013). Neely, Christopher ; Weller, Paul A..
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:10:p:3783-3798.

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146. Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John .
     In: Handbook of Economic Forecasting.
     RePEc:eee:ecofch:2-721.

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147. Purchasing power parity in transition countries: Sequential panel selection method. (2013). Chang, Tsangyao ; He, Huizhen .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:35:y:2013:i:c:p:604-609.

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148. Exchange rate expectations of chartists and fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:7:p:1362-1383.

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149. Macroeconomic effects of an equity transaction tax in a general-equilibrium model. (2013). Vogel, Lukas ; Raciborski, Rafal ; Lendvai, Julia .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:2:p:466-482.

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150. The bull and bear market model of Huang and Day: Some extensions and new results. (2013). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:11:p:2351-2370.

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151. Strategy switching in the Japanese stock market. (2013). Hirata, Hideaki ; Yamamoto, Ryuichi.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:10:p:2010-2022.

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152. Forecasting Exchange Rates: An Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John .
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4238.

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153. Exchange Rate Expectations of Chartists and Fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4181.

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154. Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting. (2013). Heiden, Sebastian ; Zwergel, Bernhard ; Klein, Christian.
     In: European Financial Management.
     RePEc:bla:eufman:v:19:y:2013:i:3:p:558-578.

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155. Prices, debt and market structure in an agent-based model of the financial market. (2012). Riedler, Jesper ; Fischer, Thomas.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:12045.

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156. Exchange rate expectations of chartists and fundamentalists. (2012). Menkhoff, Lukas ; Dick, Christian.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:12026.

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157. Agent-based models for economic policy design: Two illustrative examples. (2012). Westerhoff, Frank.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:88.

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158. Technical Trading and Commodity Price Fluctuations. (2012). Schulmeister, Stephan.
     In: WIFO Studies.
     RePEc:wfo:wstudy:45238.

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159. High-Frequency Technical Trading: The Importance of Speed. (2012). van Dijk, Dick ; Scholtus, Martin .
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20120018.

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160. Converse trading strategies, intrinsic noise and the stylized facts of financial markets. (2012). Westerhoff, Frank ; Franke, Reiner.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:12:y:2012:i:3:p:425-436.

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161. Purchasing power parity in major OPEC countries: flexible Fourier stationary test. (2012). Su, Chi-Wei ; Liu, Yu-Shao ; Zhu, Meng-Nan ; Lee, Kuei-Chiu.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:1:p:19-24.

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162. Purchasing power parity -- nonlinear threshold unit root test for transition countries. (2012). Chang, Tsangyao ; Zhang, Dongxiang ; Liu, Siyue .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:18:p:1781-1785.

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163. A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto.
     In: Journal of Evolutionary Economics.
     RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329.

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164. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
     In: Working Paper series.
     RePEc:rim:rimwps:09_12.

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165. Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach. (2012). Westerhoff, Frank.
     In: Discrete Dynamics in Nature and Society.
     RePEc:hin:jnddns:504840.

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166. Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

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167. Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:106:y:2012:i:3:p:473-491.

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168. Performance of technical analysis in growth and small cap segments of the US equity market. (2012). Shynkevich, Andrei.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:1:p:193-208.

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169. Intraday technical analysis of individual stocks on the Tokyo Stock Exchange. (2012). Yamamoto, Ryuichi.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:11:p:3033-3047.

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170. Wealth dynamics and a bias toward momentum trading. (2012). Lebaron, Blake.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:9:y:2012:i:1:p:21-28.

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171. Short-term predictability of equity returns along two style dimensions. (2012). Shynkevich, Andrei.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:19:y:2012:i:5:p:675-685.

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172. Spurious regressions in technical trading. (2012). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Nagakura, Daisuke.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:169:y:2012:i:2:p:301-309.

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173. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735.

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174. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2012). Fischer, Thomas ; Riedler, Jesper .
     In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
     RePEc:dar:wpaper:58512.

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175. Survival of Overconfidence in Currency Markets. (2012). Osler, Carol ; Oberlechner, Thomas .
     In: Journal of Financial and Quantitative Analysis.
     RePEc:cup:jfinqa:v:47:y:2012:i:01:p:91-113_00.

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176. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8747.

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177. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael.
     In: Working Papers.
     RePEc:brd:wpaper:54.

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178. Individual exchange rate forecasts and expected fundamentals. (2011). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:11062.

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179. News reaction in financial markets within a behavioral finance model with heterogeneous agents. (2011). Fischer, Thomas.
     In: Darmstadt Discussion Papers in Economics.
     RePEc:zbw:darddp:dar_54196.

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180. Interactions between the real economy and the stock market. (2011). Westerhoff, Frank.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:84.

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181. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:79.

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182. Implementation of a General Financial Transactions Tax. (2011). Schulmeister, Stephan.
     In: WIFO Studies.
     RePEc:wfo:wstudy:41992.

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183. Re-examining long-run purchasing power parity for Central and Eastern European countries: nonlinear panel unit root tests. (2011). Su, Chi-Wei ; Liu, Pei ; Zhu, Meng-Nan ; Chang, Hsu-Ling.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:18:y:2011:i:5:p:411-415.

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184. Volatility clustering and herding agents: does it matter what they observe?. (2011). Yamamoto, Ryuichi.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:6:y:2011:i:1:p:41-59.

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185. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:6:y:2011:i:1:p:1-28.

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186. A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
     In: Quaderni di Dipartimento.
     RePEc:pav:wpaper:150.

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187. Capital flows to emerging economies: Minsky in the tropics. (2011). Huaita, Franklin ; Agosin, Manuel.
     In: Cambridge Journal of Economics.
     RePEc:oup:cambje:v:35:y:2011:i:4:p:663-683.

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188. Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
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189. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong ; Chiarella, Carl ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
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190. Lessons from the evolution of foreign exchange trading strategies. (2011). Neely, Christopher ; Weller, Paul A..
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191. Technical analysis in the foreign exchange market. (2011). Neely, Christopher ; Weller, Paul A..
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192. The Classification and Identification of Asset Price Bubbles. (2011). Kubicová, Ivana ; Komarek, Lubos ; Kubicova, Ivana.
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193. An investigation of customer order flow in the foreign exchange market. (2011). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
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     RePEc:eee:jbfina:v:35:y:2011:i:8:p:1892-1906.

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194. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
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     RePEc:eee:dyncon:v:35:y:2011:i:1:p:1-24.

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195. Order aggressiveness, pre-trade transparency, and long memory in an order-driven market. (2011). Yamamoto, Ryuichi.
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     RePEc:eee:dyncon:v:35:y:2011:i:11:p:1938-1963.

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196. Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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197. FX strategies in periods of distress. (2011). Schrimpf, Andreas ; Gyntelberg, Jacob.
     In: BIS Quarterly Review.
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198. Suitability of using technical indicators as potential strategies within intelligent trading systems. (2011). Hurwitz, Evan ; Marwala, Tshilidzi .
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199. On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates. (2010). Taylor, Mark ; Reitz, Stefan ; Ruelke, Jan C..
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:201008.

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200. On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity. (2010). Yoon, Gawon .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:14:p:1389-1396.

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201. Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test. (2010). Yoon, Gawon .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:11:p:1125-1132.

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202. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries. (2010). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:11:p:1073-1077.

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203. Politiques économiques, dynamique et équilibre de long terme du taux de change. (2010). Sterdyniak, Henri ; Bouveret, Antoine.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h.

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204. Politiques économiques, dynamique et équilibre de long terme du taux de change. (2010). Bouveret, Antoine.
     In: Sciences Po Economics Discussion Papers.
     RePEc:spo:wpecon:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h.

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205. The heterogeneous expectations hypothesis: some evidence from the lab. (2010). Hommes, Cars.
     In: Post-Print.
     RePEc:hal:journl:hal-00753041.

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206. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
     In: Working Papers.
     RePEc:gla:glaewp:2009_25.

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207. Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E..
     In: Working Papers.
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208. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302.

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209. On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders. (2010). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:74:y:2010:i:3:p:187-205.

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210. The use of technical analysis by fund managers: International evidence. (2010). Menkhoff, Lukas.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:11:p:2573-2586.

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211. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:144.

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212. Sommergrundlinien 2010. (2010). Zimmermann, Klaus ; Podstawski, Maximilian ; Fichtner, Ferdinand ; Dreger, Christian ; Bremus, Franziska ; Erdogan, Burcu ; Kuzin, Vladimir ; Moll, Katharina ; Brenke, Karl ; Scheppe, Jasper ; Hagedorn, Hendrik .
     In: DIW Wochenbericht.
     RePEc:diw:diwwob:77-26-1.

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213. Active Currency Investing and Performance Benchmarks. (2010). Melvin, Michael ; Shand, Duncan .
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_3052.

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214. Carry Trade. (2010). Jorda, Oscar.
     In: Working Papers.
     RePEc:cda:wpaper:196.

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215. Carry Trade. (2010). Jorda, Oscar.
     In: Working Papers.
     RePEc:cda:wpaper:10-19.

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216. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:61.

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217. Profitability of technical stock trading: Has it moved from daily to intraday data?. (2009). Schulmeister, Stephan.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:18:y:2009:i:4:p:190-201.

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218. Technical Trading and Trends in the Dollar-Euro Exchange Rate. (2009). Schulmeister, Stephan.
     In: WIFO Studies.
     RePEc:wfo:wstudy:37582.

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219. Trading Practices and Price Dynamics in Commodity Markets and the Stabilising Effects of a Transaction Tax. (2009). Schulmeister, Stephan.
     In: WIFO Studies.
     RePEc:wfo:wstudy:34919.

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220. A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period: a behavioural perspective. (2009). Lin, Hsiou-Wei ; Tai, Yun Chiang .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:19:y:2009:i:15:p:1223-1237.

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221. Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?. (2009). Young, Martin ; Marshall, Ben ; Qian, Sun .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:19:y:2009:i:15:p:1213-1221.

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222. Monetary Policy, Stock Price Misalignments and Macroeconomic Instability. (2009). Bask, Mikael.
     In: Working Papers.
     RePEc:hhb:hanken:0540.

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223. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
     In: Working Papers.
     RePEc:gla:glaewp:2009_13.

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224. Profitability of technical stock trading: Has it moved from daily to intraday data?. (2009). Schulmeister, Stephan.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:18:y:2009:i:4:p:190-201.

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225. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:28:y:2009:i:4:p:581-604.

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226. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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227. Aggregate trading behaviour of technical models and the yen/dollar exchange rate 1976-2007. (2009). Schulmeister, Stephan.
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:21:y:2009:i:3:p:270-279.

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228. Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. (2009). Salmon, Mark ; Kozhan, Roman.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:5:p:1106-1122.

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229. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:123.

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230. Do exchange rate bubbles deflate faster than they inflate?. (2009). Li, Zhiyong ; Bleaney, Michael.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-09-00301.

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231. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2615.

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232. The naturalistic turn in economics: implications for the theory of finance. (2008). Herrmann-Pillath, Carsten.
     In: Frankfurt School - Working Paper Series.
     RePEc:zbw:fsfmwp:105.

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233. A General Financial Transaction Tax. Motives, Revenues, Feasibility and Effects. (2008). Schulmeister, Stephan ; Picek, Oliver ; Schratzenstaller, Margit.
     In: WIFO Studies.
     RePEc:wfo:wstudy:31819.

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234. Aggregate Trading Behaviour of Technical Models and the Yen-Dollar Exchange Rate 1976-2007. (2008). Schulmeister, Stephan.
     In: WIFO Working Papers.
     RePEc:wfo:wpaper:y:2008:i:324.

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235. Spurious Regressions in Technical Trading: Momentum or Contrarian?. (2008). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Nagakura, Daisuke.
     In: IMES Discussion Paper Series.
     RePEc:ime:imedps:08-e-09.

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236. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2502.

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237. Manic-depressive Price Fluctuations in the Financial Market – How Does the Invisible Hand Do it?. (2007). Schulmeister, Stephan.
     In: WIFO Working Papers.
     RePEc:wfo:wpaper:y:2007:i:305.

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238. Performance of Technical Trading Systems in the Yen/Dollar Market. (2007). Schulmeister, Stephan.
     In: WIFO Working Papers.
     RePEc:wfo:wpaper:y:2007:i:291.

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239. Why Should Emerging-Market Countries (Still) Concern Themselves With Capital Inflows?. (2007). Huaita, Franklin ; Agosin, Manuel ; Trumper, Manuel Agosin .
     In: Working Papers.
     RePEc:udc:wpaper:wp268.

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240. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; de Zwart, G. J. ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., .
     In: ERIM Report Series Research in Management.
     RePEc:ems:eureri:10891.

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241. Carry Trade. (). Jorda, Oscar.
     In: Working Papers.
     RePEc:cda:wpaper:10-18.

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32. The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models. (2005). Hayward, Serge.
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33. Chasing trends: recursive moving average trading rules and internet stocks. (2005). Fong, Wai Mun ; Yong, Lawrence H. M., .
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34. Is the ‘Perfect’ Timing Strategy Truly Perfect?. (2004). Li, Wei ; Lam, K..
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35. The Evolution of Security Designs. (2004). Noe, Thomas ; Wang, Jun ; Rebello, Michael J..
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36. The real-time predictability of the size and value premium in Japan. (2004). Derwall, Jeroen ; Molenaar, Roderick ; Bauer, Rob.
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37. Non-linear trading rules in the New York Stock Exchange. (2004). Andrada-Felix, Julian ; Rodriguez, Fernando Fernandez ; Maria Dolores Garcia Artiles, .
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38. MÉTODOS NO-LINEALES DE PREDICCIÓN EN EL MERCADO DE VALORES TECNOLÓGICOS EN ESPAÑA. UNA VERIFICACIÓN DE LA HIPÓTESIS DÉBIL DE EFICIENCIA.. (2003). Dobao, Lucy Amigo ; Alvarez-Diaz, Marcos.
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39. Tactical Asset Allocation mit Genetischen Algorithmen. (2003). Ammann, Manuel ; Zenkner, Christian.
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40. Genetic Programming and International Short-Term Capital Flow. (2003). Chen, Shu-Heng ; Kuo, Tzu-Wen.
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41. Modelización semiparamétrica y validación teórica del método de valoración contingente. Aplicación de un algoritmo genético. (2003). Gomez, Manuel Gonzalez ; Diaz, Marcos Alvarez .
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42. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2003). Neely, Christopher.
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43. Can channel pattern trading be profitably automated?. (2002). Jones, C. M. ; M. A. H. DEMPSTER, .
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44. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2001). Neely, Christopher.
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45. Technical analysis and central bank intervention. (2001). Neely, Christopher ; Weller, Paul A..
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46. Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C. ; Mathur, Ike.
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47. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri ; Klein, Paul .
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48. The Efficient Market Hypothesis: A Survey. (2000). Vickery, James ; Gruen, David ; Beechey, Meredith.
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49. Simple technical trading rules of stock returns: evidence from 1987 to 1998 in Chile. (2000). Parisi, Franco ; Vasquez, Alejandra.
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50. Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules. (1999). Pereira, Robert.
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