A large universe of technical trading rules applied to a set of technology industry and small
cap sector portfolios over the 1995–2010 period yields superior predictability after adjusting …

This study examines the informational efficiency of the bitcoin spot market by evaluating the
predictive power of mechanical trading rules designed to exploit price continuation. …

The predictability of future returns on bond portfolios at daily frequency is investigated using
a large universe of mechanical trading rules that have been popularized in literature on …

We investigate arbitrage at four decentralized bitcoin exchanges that contribute to calculation
of the index serving as the underlying price for the CME bitcoin futures. Deviations from …

This article investigates the predictive power of technical trading rules in the emerging
equity market sector portfolios and finds that trading strategies based on technical indicators …

This paper explores the degree of success of a large set of active trading rules that have been
popularized in the literature on the short-term predictability of returns in equity and foreign …

This study uses daily return data on 20 portfolios split along two dimensions, growth/value
and market size, over the period of four decades and employs over 12,000 trading rules to …

We conduct an experiment in which individuals select securities to reproduce the well‐known
relationship between portfolio risk and the number of securities. The standard result occurs …

An occurrence of a market crash or a financial crisis has long been considered a cause of
market inefficiency. An inefficient market commonly implies return predictability and the …

This study explores whether pricing inefficiency, or imperfect tracking in the market value of
shares of a bitcoin fund of the fund’s net asset value (NAV), makes a significant impact on the …