Stock market trading has been a subject of interest to investors, academicians, and
researchers. Analysis of the inherent non-linear characteristics of stock market data is a …

The efficient-market hypothesis (EMH) is one of the most important economic and financial
hypotheses that have been tested over the past century. Due to many abnormal phenomena …

We apply seven trend-following indicators to assess the profitability of technical trading rules
in the Bitcoin market. Using daily price data from July 2010 to January 2019, our main …

Existing methodologies of equity investment, such as fundamental analysis, technical
analysis, and institutional investor analysis, explore important factors of stock price …

Stock market trend prediction has always been a major challenge for investors. In this paper,
the combination of Convolutional Neural Network and long short-term memory methods, as …

The purpose of this report is to review the evidence on the profitability of technical analysis.
To achieve this purpose, the report comprehensively reviews survey, theoretical and …

This paper proposes the development of an improved investor sentiment index (ISI) to apply
on the Korea Composite Stock Price Index (KOSPI) and assess the vitality of sentiment …

This paper investigates how technical trading systems exploit the momentum and reversal
effects in the S&P 500 spot and futures market. When based on daily data, the profitability of …

The massive reliance on the consumption of non-renewable energy resources for bitcoin
mining has environmental implications. This paper addresses a critical research gap related …

By analysing daily data on the KOSPI stock market, we examine how investor sentiment and
stock market returns respond to announcements of changes in analysts' recommendations …