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Technical Analysis in Financial Markets
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Technical Analysis in Financial Markets

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: closed (31 January 2022) | Viewed by 8018

Special Issue Editor

Prof. Dr. Robert Hudson

E-Mail Website
Guest Editor
Hull University Business School, The University of Hull, Hull HU6 7RX, UK
Interests: technical analysis; market microstructure; anomalies; behavioral finance; financial services; pensions; insurance

Special Issue Information

Dear Colleagues,

Technical Analysis is one of the most controversial topics in finance.  Although at odds with weak form efficiency, it is very extensively used by practitioners and has been the subject of numerous academic studies. It is my pleasure to announce that I am editing a Special Issue of the Journal of Risk and Financial Management on Technical Analysis in Financial Markets. Both theoretical and empirical contributions are welcomed.

Topics of interest include:

  • The investigation of different markets such as currencies, equities, bonds, commodities and cryptocurrencies.
  • Investigation of the ability of rules to predict markets and their consistency with the efficient markets theorem.
  • Practical implications for investment management and asset allocation.
  • Optimising existing rules and testing new rules.
  • Using neural networks, agent-based modelling and machine learning to develop new rules.
  • Investigating the causes of technical analysis.

For all papers, the practical utility of decision-making in portfolio management is acknowledged. Different papers on the efficiency of all European countries’ stock markets are of interest: tests, anomalies, less studied capital markets, etc. The efficient market hypothesis (EMH) is challenged by many researchers, among whom researchers in behavioural finance have a central position. All these contrasting approaches are welcomed in this Special Issue.

Original approaches, with a focus on modelling investors’ behaviour, are especially encouraged. The interface between finance and sociocultural determinants can be an interesting development in terms of finding determinants of market efficiency. Additionally, issues such as the applications of high-frequency data, analyzing the impact of stock returns’ distributions in testing the EMH, effects of different extreme events (e.g., COVID-19) on market efficiency, etc., can be interesting developments.

Prof. Dr. Robert Hudson
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Currencies
  • Equities
  • Bonds
  • Commodities
  • Cryptocurrencies
  • Efficient markets
  • Market rules
  • Investment management
  • Asset allocation
  • Neural networks
  • Agent-based modelling
  • Machine learning
  • Investors’ behaviour
  • High-frequency data
  • Stock returns
  • Extreme events.

Published Papers (3 papers)

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Research

12 pages, 1085 KiB  
Article
Semiparametric Time-Series Model Using Local Polynomial: An Application on the Effects of Financial Risk Factors on Crop Yield
by Syed Ejaz Ahmed, Dursun Aydin and Ersin Yilmaz
J. Risk Financial Manag. 2022, 15(3), 141; https://0-doi-org.brum.beds.ac.uk/10.3390/jrfm15030141 - 16 Mar 2022
Cited by 1 | Viewed by 1797
Abstract
This paper proposes a semiparametric local polynomial estimator for modelling agricultural time-series. We consider the modelling of the crop yield variable according to determined financial risk factors in Turkey. The derivation of a semiparametric local polynomial estimator is provided with its fundamental statistical [...] Read more.
This paper proposes a semiparametric local polynomial estimator for modelling agricultural time-series. We consider the modelling of the crop yield variable according to determined financial risk factors in Turkey. The derivation of a semiparametric local polynomial estimator is provided with its fundamental statistical properties to estimate the semiparametric time-series model. This paper attaches importance to precision agriculture (PA) and therefore a local polynomial technique is considered due to some advantages it has over alternative methods. The introduced estimator provides less estimation risk, involving both parametric and nonparametric components that allow the estimator to represent the data structure better. From that, it can be said that the proposed estimator and model is beneficial to agricultural researchers for financial decision-making processes. Full article
(This article belongs to the Special Issue Technical Analysis in Financial Markets)
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13 pages, 2044 KiB  
Article
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?
by Anastasios G. Malliaris and Mary Malliaris
J. Risk Financial Manag. 2021, 14(8), 391; https://0-doi-org.brum.beds.ac.uk/10.3390/jrfm14080391 - 21 Aug 2021
Cited by 1 | Viewed by 3028
Abstract
The global financial crisis of 2007–2009 caused major economic disturbances in the oil market. In this paper, we consider five variables that describe the microeconomics of the supply of and demand for oil, and evaluate their importance before, during and after the global [...] Read more.
The global financial crisis of 2007–2009 caused major economic disturbances in the oil market. In this paper, we consider five variables that describe the microeconomics of the supply of and demand for oil, and evaluate their importance before, during and after the global financial crisis. We consider five dissimilar regimes during the period of January 1986 to the end of 2020: two regimes prior to the global financial crisis, the regime during the crisis, and two regimes after the crisis. The main hypothesis tested is that oil fundamentals of supply and demand remained important, even though the five regimes were dissimilar. We built five boosted and over-fitted neural networks to capture the exact relationships between spot oil prices and oil data related to these prices. This analysis shows that, while the inputs into an accurate neural network can remain the same, the impact of each variable can change considerably during different regimes. Full article
(This article belongs to the Special Issue Technical Analysis in Financial Markets)
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12 pages, 518 KiB  
Article
International Capital Flows and Speculation
by Rob Hayward and Andros Gregoriou
J. Risk Financial Manag. 2021, 14(5), 197; https://0-doi-org.brum.beds.ac.uk/10.3390/jrfm14050197 - 29 Apr 2021
Viewed by 2303
Abstract
In response to questions about the relative importance of different types of capital flow for international competitiveness, we develop a structural vector auto-regressive model of the real exchange rate and international capital flows. We reveal that innovations to speculative sentiment cause changes in [...] Read more.
In response to questions about the relative importance of different types of capital flow for international competitiveness, we develop a structural vector auto-regressive model of the real exchange rate and international capital flows. We reveal that innovations to speculative sentiment cause changes in competitiveness. We report that speculation replaces the effect of equity, bond and most of the interest rate effect. The results show that international speculative sentiment is an important contributor to exchange rate and that monetary and regulatory authorities should find ways of measuring and understanding banking and financial flows. Full article
(This article belongs to the Special Issue Technical Analysis in Financial Markets)
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