Estimating the portion of technical analysts in a market. Issue 41 (2nd September 2017)
- Record Type:
- Journal Article
- Title:
- Estimating the portion of technical analysts in a market. Issue 41 (2nd September 2017)
- Main Title:
- Estimating the portion of technical analysts in a market
- Authors:
- Cook, Jonathan
- Abstract:
- ABSTRACT: This article presents structural estimates of the portion of technical analysts in six markets. I find that the portion of technical analysts in the U.S. equity market has been decreasing since the 1970s. A simple asset pricing model predicts that both risk and return are increasing in the portion of technical analysts. This prediction is confirmed across stock market indexes for six countries.
- Is Part Of:
- Applied economics. Volume 49:Issue 41(2017)
- Journal:
- Applied economics
- Issue:
- Volume 49:Issue 41(2017)
- Issue Display:
- Volume 49, Issue 41 (2017)
- Year:
- 2017
- Volume:
- 49
- Issue:
- 41
- Issue Sort Value:
- 2017-0049-0041-0000
- Page Start:
- 4127
- Page End:
- 4137
- Publication Date:
- 2017-09-02
- Subjects:
- G12 -- C11 -- G02
Technical analysis -- market volatility -- model averaging
Economics -- Periodicals
330 - Journal URLs:
- http://www.tandfonline.com/toc/raec20/current ↗
http://www.ingentaconnect.com/content/routledg/raef ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/00036846.2016.1276274 ↗
- Languages:
- English
- ISSNs:
- 0003-6846
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 1571.970000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 354.xml