Concept

Trading strategy

OpenAlex ID: C131562839

Deep learning with long short-term memory networks for financial market predictions

2017 · Thomas Fischer, Christopher Krauss · European Journal of Operational Research · 2,827

PDF

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

1992 · WILLIAM BROCK, JOSEF LAKONISHOK, et al. · The Journal of Finance · 2,298

The impact of institutional trading on stock prices

1992 · Josef Lakonishok, Andrei Shleifer, et al. · Journal of Financial Economics · 2,068

Does Algorithmic Trading Improve Liquidity?

2011 · TERRENCE HENDERSHOTT, CHARLES M. JONES, et al. · The Journal of Finance · 1,680

PDF

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

1997 · William Fung, David A. Hsieh · Review of Financial Studies · 1,262

Insiders' profits, costs of trading, and market efficiency

1986 · H.Nejat Seyhun · Journal of Financial Economics · 1,219

Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns

2001 · Brad Barber, Reuven Lehavy, et al. · The Journal of Finance · 1,100

Optimal control of execution costs

1998 · Dimitris Bertsimas, Andrew W. Lo · Journal of Financial Markets · 1,056

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

1999 · Ryan Sullivan, Allan Timmermann, et al. · The Journal of Finance · 1,024

PDF

Can book-to-market, size and momentum be risk factors that predict economic growth?

2000 · Jimmy Liew, Maria Vassalou · Journal of Financial Economics · 1,012

Just How Much Do Individual Investors Lose by Trading?

2008 · Brad M. Barber, Yi-Tsung Lee, et al. · Review of Financial Studies · 952

Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?

2007 · Xuemin (Sterling) Yan, Zhe Zhang · Review of Financial Studies · 920

A Model of Competitive Stock Trading Volume

1994 · Jiang Wang · Journal of Political Economy · 913

An Anatomy of Trading Strategies

1998 · Jennifer Conrad, Gautam Kaul · Review of Financial Studies · 858

Using genetic algorithms to find technical trading rules

1999 · Franklin Allen, Risto Karjalainen · Journal of Financial Economics · 855

The Effect of Socially Responsible Investing on Portfolio Performance

2007 · Alexander Kempf, Peer Osthoff · European Financial Management · 851

PDF

Deep Direct Reinforcement Learning for Financial Signal Representation and Trading

2016 · Yue Deng, Feng Bao, et al. · IEEE Transactions on Neural Networks and Learning Systems · 821

High Frequency Trading and the New-Market Makers

2012 · Albert J. Menkveld · Journal of Financial Markets · 807

The Effects of Reporting Complexity on Small and Large Investor Trading

2010 · Brian P. Miller · The Accounting Review · 805

An Econometric Analysis of Nonsynchronous Trading

1989 · Andrew W. Lo, A. Craig MacKinlay · Journal of Econometrics · 798

PDF

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

2006 · Evan Gatev, William N. Goetzmann, et al. · Review of Financial Studies · 785

Short-Sale Strategies and Return Predictability

2008 · Karl B. Diether, Kuan-Hui Lee, et al. · Review of Financial Studies · 731

PDF

Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

1994 · DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM, et al. · The Journal of Finance · 724

The illusory nature of momentum profits

2003 · David A. Lesmond, Michael J. Schill, et al. · Journal of Financial Economics · 657

What Do We Know About the Profitability of Technical Analysis?

2007 · Cheol‐Ho Park, Scott H. Irwin · Journal of Economic Surveys · 609

Works count: 18,310

Citation count: 168,400