|
王錦樹，2010，「點睛技術分析-新法篇」，寰宇技術分析
杜金龍，2008，「最新技術指標-在台灣股市應用的訣竅」，財信出版
J. Wells Wilder《技術交易系統中的新觀念》
Steven B. Achelis《Technical Analysis from A to Z》
Allen, Franklin , and Risto Karjalainen, 1999, Using genetic algorithms to find technical trading rules, Journal of Financial Economics 51, 245-271.
Alexander, Sidney, 1961, Price Movements in Speculative Markets：Trends or Random Walks. Industrial Management Review 2, 7-26.
Bachelier, Louis, 1964, Théorie de la Spéculation, Doctoral Dissertation in Mathematics 17-78.
Bajgrowicz, Pierre, and Olivier Scaillet, 2012, Technical trading revisited： False discoveries, persistence tests, and transaction costs, Journal of Financial Economics 106, 473–491.
Yoav, Benjamini , and Yosef Hochberg, 1995, Controlling the false discovery rate：a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society 57, 289–300.
Blume, Lawrence, David Easley , and Maureen O’Hara, 1994, Market statistics and technical analysis：The role of volume, Journal of Finance 49, 153-181.
Black, Fischer, 1986, Noise, Journal of Finance 41, 529-543.
Brorsen, Wade and Scott Irwin, 1987, Futures Funds and Price Volatility, The Review of Futures Markets 6, 118-135.
Brown, David and Robert Jennies, 1989, On technical analysis, Review of Financial Studies 2, 527–551.
Brock, William , Josef Lakonishok , and Blake Lebaron, 1992, Simple technical trading rules and the stochastic properties of stock returns, Journal of Finance 47, 1731–1764.
Cialenco, Igor and Aris Protopapadakis , 2011, Do technical trading profits remain in the foreign exchangemarket? Evidence from 14 currencies, Journal of International Financial Markets 21, 176–206.
Cheung, Yin-Wong and Menzie David Chinn, 2001, Currency Traders and Exchange Rate Dynamics： A Survey of the US Market, Journal of International Money and Finance 20, 439-471.
Cheung, Yin-wong and Clement Yuk-pang Wong, 2000, A survey of market practitioners’ views on exchange rate dynamics, Journal of International Economics 51, 401-419.
Donchian, Richard, 1960, High finance in copper, Financial Analysts Journal 16, 133- 142.
De Long, Bradford, Andrei Shleifer, Lawrence Summers , and Robert Waldmann, 1990, Noise Trader Risk in Financial Markets, Journal of Political Economy 98, 703-738.
De Long, Bradford, Andrei Shleifer, Lawrence Summers , and Robert Waldmann, 1991, The survival of noise traders in financial markets, Journal of Business 64, 1-19.
Esfahanipour, Akbar and Somayeh Mousavi, 2011, A genetic programming model to generate risk-adjusted technical trading rules in stock markets, Expert Systems with Applications 38, 8438–8445.
Fang, Jiali, Ben Jacobsen , and Yafeng Qin, 2014, Predictability of the simple technical trading rules：An out-of-sample test, Review of Financial Economics 23, 30-45.
Fama, Eugene and Marshall Blume, 1966, Filter Rules and Stock Market Trading, Journal of Business 39, 226-241.
Fama, Eugene, 1970, Efficient Capital Markets：A Review of Theory and Empirical Work, Journal of Finance 25, 383-417.
George , Lane, 1984, Lane's stochastics, Stocks and Commodities 2, 87-90.
Grossman, Sanford and Joseph Stiglitz, 1976, Information and competitive price systems, American Economic Review 66, 246-253.
Grossman, Sanford and Joseph Stiglitz, 1980, On the impossibility of informationally efficient markets, American Economic Review 70, 393-408.
Houthakker, Hendrik , 1961, Systematic and random elements in short-term price movements, American Economic Review 51, 164-172.
Jensen, Michael, 1978, Some anomalous evidence regarding market efficiency, Journal of Financial Economics 6, 95-101.
Kennedy, James and Russell Eberhart, 1995, Particle swarm optimization, IEEE International Conference on Neural Networks 4, 1942-1948.
Koza, John , 1992, Genetic Programming：On the Programming of Computers by Means of Natural Selection. Cambridge
Kwon, Ki-Yeol and Richard Kish, 2002, A comparative study of technical trading strategies and return predictability：an extension of Brock, Lakonishok, and LeBaron (1992) using NYSE and NASDAQ indices. The Quarterly Review of Economics and Finance 42, 611–631.
Larry, William, 1973, How I Made One Million Dollars Trading Commodities Last Year.
LeBaron, Blake, 1999, Technical trading rule profitability and foreign exchange intervention, Journal of International Economics 49, 125–143.
Lukac, Louis, Wade Brorsen , and Scott Irwin, 1988, A test of futures market disequilibrium using twelve different technical trading systems, Applied Economics 20, 623-639.
Lo, Andrew, Harry Mamaysky , and Jiang Wang, 2000, Foundations of Technical Analysis：Computational Algorithms, Statistical Inference, and Empirical Implementation, Journal of Finance 55, 1705-1765.
Manahov, Viktor, Robert Hudson , and Bartosz Viktor, 2014, Does high frequency trading affect technicalanalysis and market efficiency? And if so, how?, Journal of International Money and Finance 28, 131– 157.
Marshall, Ben, Martin Young, and Lawrence Rose, 2006, Candlestick technical trading strategies：Can they create value for investors?, Journal of Banking and Finance 30, 2303–2323.
Menkhoff, Lukas, 1997, Examining the use of technical currency analysis, International Journal of Finance and Economics 2, 307-318.
Neely, Christopher, 2002, The temporal pattern of trading rule returns and exchange rate intervention：intervention does not generate technical trading profits, Journal of International Economics 58, 211–232.
Neely, Christopher and Paul Weller, 2003, Intraday technical trading in the foreign exchange market, Journal of International Money and Finance 22, 223–237.
Neely, Christopher , Paul Weller and , Robert Dittmar, 1997, Is Technical Analysis Profitable in the Foreign Exchange Market? A Genetic Programming Approach, Journal of Financial and Quantitative Analysis 32, 405-426.
Park, Cheol-Ho and Irwin Scott, 2004, The profitability of technical analysis：A Review, AgMAS Project Research Report.
Samuelson, Paul, 1965, Proof That Properly Anticipated Prices Fluctuate Randomly, Industrial Management Review 6, 41-49.
Smidt, Seymour, 1965a, Amateur Speculators. Ithaca, NY：Graduate School of Business and Public Administration, Cornell University
Smidt, Seymour, 1965b, A test of serial independence of price changes in soybean futures, Food Research Institute Studies 5, 117-136.
Stevenson, Richard and Robert Bear, 1970, Commodity futures：Trends or random walks?, Journal of Finance 25, 65-81.
Taylor, Mark and Helen Allen, 1992, The use of technical analysis in the foreign exchange market, Journal of International Money and Finance 11, 304-314.
Wang, Fei, Philip Yu, and David Cheung, 2014, Combining technical trading rules using particle swarm optimization, Expert Systems with Applications 41, 3016–3026.
Yu, Hao, Gilbert Nartea, Christopher Gan , and Lee Yao, 2013, Predictive ability and profitability of simple technical trading rules：Recent evidence from Southeast Asian stock markets, International Review of Economics and Finance 25, 356–371.
|