Technical analysis: Novel insights on contrarian trading
نویسندگان
چکیده
Abstract We analyze the predictive power of technical analysis with a novel data set based on news sentiment that allows to systematically examine indicators over an extensive time period. do not find much statistically significant relationships examined and future asset returns, we almost any alphas in trading strategies sentiment. evidence for contrarian‐based hypothesis: past market returns are able predict negative relationship.
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ژورنال
عنوان ژورنال: European Financial Management
سال: 2022
ISSN: ['1468-036X', '1354-7798']
DOI: https://doi.org/10.1111/eufm.12389