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The efficient market hypothesis through the eyes of an artificial technical analyst: an application of a new chartist methodology to high-frequency stock market data
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Yusupov, Timur and Lux, Thomas (2007) The efficient market hypothesis through the eyes of an artificial technical analyst: an application of a new chartist methodology to high-frequency stock market data. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | H Social Sciences > HG Finance | ||||
Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
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Library of Congress Subject Headings (LCSH): | Stock exchanges -- Mathematical models, Efficient market theory, Technical analysis (Investment analysis), Transaction costs, Learning classifier systems | ||||
Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) | ||||
Publisher: | Warwick Business School, Financial Econometrics Research Centre | ||||
Place of Publication: | Coventry | ||||
Official Date: | 20 January 2007 | ||||
Dates: |
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Number: | No.07- | ||||
Number of Pages: | 40 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Funder: | Seventh Framework Programme (European Commission) (FP7) | ||||
Grant number: | 516446 (FP7) |
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