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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...

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Item Type: Working or Discussion Paper (Working Paper)
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
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:
DateEvent
20 January 2007Published
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Status: Not Peer Reviewed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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