The Library
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
Tools
Tools
Tools
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-).
![[img]](http://wrap.warwick.ac.uk/style/images/fileicons/application_pdf.png)
|
PDF
WRAP_yusupov_fwp07-13.pdf - Requires a PDF viewer. Download (1343Kb) |
Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
| 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: |
|
||||
| Number: | No.07- | ||||
| Number of Pages: | 40 | ||||
| Status: | Not Peer Reviewed | ||||
| Access rights to Published version: | Open Access | ||||
| Funder: | Seventh Framework Programme (European Commission) (FP7) | ||||
| Grant number: | 516446 (FP7) |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
