Tests of technical trading strategies in the emerging equity markets of Latin America and Asia

Estimating betas from nonsynchronous data

Myron S. Scholes, Joseph Williams · Journal of Financial Economics · 1977 · 2.8K citations

Nonsynchronous Data, Engineering, Data Science +6

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

Market Microstructure, Economics, Financial Economics +15

Predictable Risk and Returns in Emerging Markets

Campbell R. Harvey · Review of Financial Studies · 1995 · 991 citations

Empirical Finance, Financial Risk Management, International Investment +18

Filter Rules and Stock-Market Trading

Eugene F. Fama, Marshall E. Blume · The Journal of Business · 1966 · 842 citations

Engineering, Filter Rules, Financial Mathematics +17

Price Movements in Speculative Markets : Trends or Random Walks

Seth Alexander · Medical Entomology and Zoology · 1961 · 652 citations

Empirical Finance, Market Microstructure, Economics +8