The purpose of this paper is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups,'early'and 'modern'studies, according …

While mainstream neoclassical finance ignores the role played by noise traders, a
significant amount of empirical evidence is available to show that noise traders are active …

Academic research relies extensively on macroeconomic variables to forecast the US equity
risk premium, with relatively little attention paid to the technical indicators widely employed …

Hedge fund strategies typically generate option-like returns. Linear-factor models using
benchmark asset indices have difficulty explaining them. Following the suggestions in, this …

In this paper, we provide a rationale for how hedge funds are organized and some insight on
how hedge fund performance differs from traditional mutual funds. Statistical differences …

We present a framework where “model persuaders” influence receivers' beliefs by proposing
models that organize past data to make predictions. Receivers are assumed to find models …

" An excellent and comprehensive source of information on hedge funds! From a quantitative
view Lhabitant has done it once again by meticulously looking at the important topics in the …

Asset-based style factors link returns of hedge fund strategies to observed market prices.
They provide explicit and unambiguous descriptions of hedge fund strategies that reveal the …

The purpose of this report is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups," early" and" modern" studies …

Hedge funds often employ opportunistic trading strategies on a leveraged basis. It is natural
to find their footprints in most major market events. A “small bet” by large hedge funds can be …