Market Efficiency and the Returns to Simple Technical Trading Rules: New Evidence from U.S. Equity Market and Chinese Equity Markets

Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

Business, Economics, Finance +14

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

Market Statistics and Technical Analysis: The Role of Volume

Lawrence E. Blume, David Easley, Maureen O’Hara · The Journal of Finance · 1994 · 1.1K citations

Social Sciences, Business Economics, Economics +14

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap

Ryan J. Sullivan, Allan Timmermann, Halbert White · The Journal of Finance · 1999 · 1K citations · Full text

Business, Economics, Finance +6

Filter Rules and Stock-Market Trading

Eugene F. Fama, Marshall E. Blume · The Journal of Business · 1966 · 847 citations

Business, Economics, Finance +14