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Rates of Return on Filter Tests

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  • Praetz, Peter D

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  • Praetz, Peter D, 1976. "Rates of Return on Filter Tests," Journal of Finance, American Finance Association, vol. 31(1), pages 71-75, March.
    • Handle: RePEc:bla:jfinan:v:31:y:1976:i:1:p:71-75
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    Cited by:

    1. Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 665-694, May.
    2. Robert T. Daigler & Bruce D. Fielitz, 1981. "A Multiple Discriminant Analysis Of Technical Indicators On The New York Stock Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(3), pages 169-182, September.
    3. Day, Theodore E. & Wang, Pingying, 2002. "Dividends, nonsynchronous prices, and the returns from trading the Dow Jones Industrial Average," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 431-454, November.
    4. Sjoo, Boo & Sweeney, Richard J., 2001. "The foreign-exchange costs of central bank intervention: evidence from Sweden," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 219-247, April.

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