Profiting from a contrarian application of technical trading rules in the US stock market

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

Business, Economics, Finance +12

Time Series Analysis Forecasting and Control.

D. J. Bartholomew, G. E. P. Box, G. M. Jenkins · Operational Research Quarterly (1970-1977) · 1971 · 6.9K citations

Computing, Data Science, Forecasting +11

Time Series Analysis: Forecasting and Control.

O. D. Anderson, George E. P. Box, Gwilym M. Jenkins · Journal of the Royal Statistical Society Series D (The Statistician) · 1978 · 5.4K citations

Computing, Data Science, Econometrics +11

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Andrew W. Lo, A. Craig MacKinlay · Review of Financial Studies · 1988 · 3.8K citations

Business, Economics, Finance +11

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

William Brock, Josef Lakonishok, Blake LeBaron · The Journal of Finance · 1992 · 2.2K citations

Business, Economics, Finance +12