TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS

DOI10.1142/S0219024906003512zbMath1137.91419MaRDI QIDQ5291324

Frank H. Westerhoff

Publication date: 10 May 2006

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

computer experimentsmarket efficiencystylized factstechnical and fundamental analysisstock market dynamicstrading breaks

Mathematics Subject Classification ID

Related Items (1)

Examining the effectiveness of price limits in an artificial stock market

Cites Work

• Unnamed Item
• Unnamed Item
• Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
• Speculative markets and the effectiveness of price limits
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• The Dynamic Interaction of Speculation and Diversification

This page was built for publication: TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS