Technical trading revisited: False discoveries, persistence tests, and transaction costs

By Bajgrowicz Pierre and Scaillet Olivier
Journal of Financial Economics (2012)

  • Olivier Scaillet

    University of Geneva and Swiss Finance Institute

    Switzerland

  • Pierre Bajgrowicz

    University of Geneva

    Switzerland

Created

September 13, 2017

Last update

September 13, 2017

Software

Zip Archive

Ranking

158

Visits

749

Downloads

101

Description

Folder main contains programs used for the core of the paper. Folder montecarlo contains programs used for MC simulations of the appendix. See Readme.txt files in the folders and subfolders for further explanations. Matlab programs written with Matlab 2008. C++ code written using Microsoft Visual Studio.

Financial distress, refinancing, and debt structure

Journal of Banking and Finance (2018)

Yin Qie and Dudley Evan

On the Monetary Impact of Fashion Design Piracy

International Journal of Research in Marketing (2018)

Appel Gil, Libai Barak, and Muller Eitan

A Random Coefficients Mixture Hidden Markov Model for Marketing

International Journal of Research in Marketing (2018)

Kappe Eelco, Stadler Ashley, and DeSarbo Wayne

Fiscal policy coordination in currency unionsat the effective lower bound

Working Paper (2018)

Müller Gernot and Hettig Thomas

2018-05-18

Zip Archive

312

206

13

The Dynamics of Sovereign Debt Crises and Bailouts

Journal of International Economics (2018)

Roch Francisco

Testing for Granger Causality in Heterogeneous Mixed Panels

Economic Modelling (2011)

Emirmahmutoglu Furkan and Kose Nezir

Instructional Manipulation Checks: A longitudinal analysis with implications for MTurk

International Journal of Research in Marketing (2018)

Paas Leonard, Dolnicar Sara, and Karlsson Logi

2018-02-27

Zip Archive

502

193

10

Endogeneity in survey research

International Journal of Research in Marketing (2018)

Sande Jon Bingen and Ghosh Mrinal

The Leverage Effect and the Basket-Index Put Spread

Journal of Financial Economics (2018)

Bai Jennie, Goldstein Robert, and Yang Fan

0 comment

Add comment

You need to log in to post a comment.