Диссертация (1138424), страница 26
Текст из файла (страница 26)
Pp. 12-18.132. LeBeau C. The importance of exits // The trader's journal. 2008.Vol.4. Iss.3. Pp. 71-75.133. Lento C. Tests of Technical Trading Rules in the Asian-Pacific Equity Markets: A Bootstrap Approach //Academy of Accounting & Financial Studies Journal. 2007. Vol. 11. № 2. Pp. 51-73.134. Levitt A. Don't Set Speed Limits on Trading // The Wall Street Journal Europe (Aug., 2009).
Pp. 17-20.135. Lie E., Lie H. Multiples Used to Estimate Corporate Value // Financial Analysts Journal (Mar-Apr., 2002). Pp. 388-393.136. Liu J., Nissim D., Thomas J. International equity valuation usingmultiples [Электронный ресурс]; UCLA ANDERSON. – Режим доступа: http://www..edu/faculty/jing.liu/research/international.pdf (Дата обращения: 15.12.2011)137. Lo A., Mamaysky H., Wang J. Foundations of Technical Analysis:Computational Algorithms, Statistical Inference, and Empirical Implementation // Journal of Finance. 2000.Vol. LV. № 4 Pp. 1705-1765.157138.
McWilliams J. Prices, Earnings and P-E Ratios // Financial AnalystsJournal. 1966. Vol. 22. No. 3. Pp. 137-142.139. Metghalchi M., Chang Y. Profitable Technical Trading Rules for theItalian Stock market // Rivista Internationale Di Scienze Economiche eCommerciali.
№4. 2003. Pp. 433-450.140. Metghalchi M., Chang Y., Marcucci Y. Is the Swedish Stock MarketEfficient? Evidence From some simple Trading Rules // InternationalReview of Financial Analysis. 2008. Vol. 17. № 3. Pp. 475-490.141. Metghalchi M. Garza-Gomez X. Chen C. Amazing Technical Trading Rules for the Vietnamese Stock Index // Decision Science InstituteWorking Paper. 2011. № 8. Pp. 217-235.142. Miller P., Widmann E.
Price Performance Outlook for High&LowP/E Stocks // Stock & Bond Issue. Commercial & Financial Chronicle.1966. Pp. 26-28.143. Mills T.C. Technical Analysis and the London Stock Exchange:Testing Trading Rules Using the FT30 // International Journal of Finance & Economics. 1997. № 2.
Pp. 319-331.144. Model behaviour. The drawbacks of automated trading [Электронныйресурс];TheEconomist.–http://www.economist.com/node/15331261Режим(Датадоступа:обращения:15.12.2011)145. Mohanram P. Separating Winners from Losers among Low Book-toMarket Stocks using Financial Statement Analysis. Barcelona EuropeanAcademic Conference Working Paper. 2005. Pp. 503-513. (Дата обращения: 10.02.2011)146. Molodovsky N. Recent Studies of P/E Ratios // Financial AnalystsJournal (May-Jun., 1967). Pp. 101-108.147. Moyer L., Lambert E.
The new masters of wall street // Forbes Magazine (Sep., 2009). Vol. 184 Issue 5. Pp. 41-44.158148. Mukherji S., Dhatt M., Kim Y. Fundamental Analysis of KoreanStock Returns // Financial Analysts Journal (May - Jun., 1997). Vol. 53.No. 3. Pp. 75-80.149. Muth J. Rational Expectations and the Theory of Price Movements //The new classical macroeconomics. 1992. Vol. 1.
Pp. 3-23.150. Neely C. Technical Analysis in the Foreign Exchange Market: ALayman’s Guide [Электронный ресурс]; Economic research. – Режимдоступа:http://research.stlouisfed.org/publications/review/97/09/9709cn.pdf(Дата обращения: 08.10.2011)151. Pardo R. Design, Testing and Optimization of Trading Systems. NewYork: John Wiley & Sons, 1992. – 164 p.152. Park C., Irwin S.
The Profitability of Technical Analysis [Электронныйресурс];CITESEERX.–Режимдоступа:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.173.3236(Дата обращения: 08.10.2011)153. Park C., Scott H.I. A reality check on technical trading rule profits inthe U.S. futures markets // The Journal of Futures Markets. 2010. Vol.30. № 7. Pp. 633–659.154. Papathanasiou S., Samitas A. Profits from Technical Trading Rules:The Case of Cyprus Stock Exchange // Journal of Money, Investmentand Banking. 2010.
№ 13. Pp. 35-43.155. Paulos J. A mathematician plays the stock market. New York: BasicBooks, 2003. – 216 p.156. Piotroski. Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers // Journal of Accounting Research. 2000. Vol 38. Pp. 1-41.159157. Raj M., Thurston D.
Effectiveness of simple technical trading rulesin the Hong Kong futures markets // Applied Economics Letters. 1996.№ 3. Pp. 33-36.158. Rhea R. The Dow Theory. New York: Barron’s Press, 1932. – 13 p.159. Rijper T., Sprenkeler W., Kip S.
High frequency trading. PositionPaper. Optiver Holding B.V., Strawinskylaan 3095, 1077 ZX Amsterdam, The Netherlands, December, 2010. – 18 р.160. Ritchie J. Fundamental Analysis: A Back-to-the-Basics InvestmentGuide to Selecting Quality Stocks. McGraw-Hill Companies, December , 1995. – 375 p.161. Ross J. Trading Manual -Tips, Tricks, Strategies, and Tactics forTraders. Jackson: Cedar Park, Ross Trading, Inc., 2002. – 320p.162. Schack J., Gawronski J.
An in-depth look at high-frequency trading.Rosenblatt Securities research report, 2009. – 16 p.163. Schleifer Andrei. Inefficient markets. Oxford university press, 2004.– 224 p.164. Schreiner A. Equity Valuation Using Multiples: An Empirical Investigation. Dissertation no. 3313 of the University of St.Gallen. GraduateSchool of Business Administration, Economics, Law and Social Sciences (HSG) to obtain the title of Doctor of Business Administration.Deutscher Universitäts-Verlag, Wiesbaden 2007. – 170 p.165. Sehgal S., Pandey A.
Equity Valuation Using Price Multiples: AComparative Study for BRICKS // Asain Journal of Finance & Accounting. 2010. Vol. 2. No. 1: E4. Pp. 68-91.166. Siler W., Buckley J. Fuzzy expert systems and fuzzy reasoning. NewYork: John Wiley & Sons, 2005. – 41 p.167. Thomsett M.
Mastering Fundamental Analysis. Kaplan Publishing,1998. – 256 р.160168. Tibell R. HFT — predator or benefactor [Электронный ресурс];BOURSE CONSULT HOME. – Режим доступа: http://www.bourseconsult.com/?p=275#more-275. (Дата обращения: 08.10.2011)169. Tabb L., Iati R., Sussman A. US equity high frequency trading:Strategies, sizing and market structure. TABB Group report.
2009. –167 p.170. Tversky A., Kahneman D. Judgment under Uncertainty: Heuristicsand Biases // Science, New Series. 1974. Vol. 185. No. 4157. Pp. 11241131.171. Tversky A., Kahneman D. The Framing of Decisions and the Psychology of Choice // Science, New Series.
1981. Vol. 211. No. 4481.Pp. 453-458.172. Tversky A., Kahneman D. Prospect Theory: An Analysis of Decisionunder Risk // Econometrica. 1979. Vol. 47. No. 2. Pp. 263-294.173. Tversky A., Kahneman D. Rational Choice and the Framing of Decisions // The Journal of Business. 1986. Vol. 59. No. 4. Part 2. Pp. 251272.174. Tversky A., Slovic P., Kahneman D. The Causes of Preference Reversal // The American Economic Review.
1990. Vol. 80. No. 1. Pp.204-217.175. Vasiliou D. Eriotis N., Papathanasiou S. How rewarding is TechnicalAnalysis? Evidence from Athens Stock Exchange (ASE) // OperationalResearch Journal. 2006. Vol 3. No 2. Pp. 85-102.176. Vasiliou D., Eriotis N., Papathanasiou S. Technical Trading Profitability in the Athens Stock Exchange [Электронный ресурс]; EEFS. –Режим доступа: http://www.eefs.eu/conf/Athens/Papers/627.pdf177. Villiers V. The Point and Figure Method of Anticipating Stock PriceMovements.
Harriman House Ltd., 2007. – 276 p.161178. Weissman R. Mechanical Trading Systems Pairing Trader Psychology with Technical Analysis. -New Jersey: John Wiley & Sons, 2005. –217 p.179. Why Newton was wrong [Электронный ресурс]; The economist. –Режим доступа:http://www.economist.com/node/17848665 (Датаобращения: 10.12.2011)180. Wilcox J.
The P/B-ROE Valuation Model // Financial Analysts Journal. 1984. Vol. 40. № 1. Pp. 58-66.181. Williams L. Long-Term Secrets to Short-Term Trading. Wiley, 1999.– 272 p.182. Wong W.-K., Manzur M., Chew B.-K. How rewarding is technicalanalysis? Evidence from Singapore stock market Applied FinancialEconomics // Taylor and Francis Journals. 2003. Vol.
13. №7. Pp. 543551.183. Wyckoff J. Entry and Exit Strategies for Maximum Profitability //The trader's journal. 2008. Vol. 4. Iss.2. Pp. 121-127.184. Yu-Hon Lui and David Mole. The use of fundamental and technicalanalyses by foreign exchange dealers: Hong Kong evidence // Journalof International Money and Finance. 1998. Vol.
17. Issue 3. Pp. 535545.185. Zapranis A. Inefficient Markets and Technical Analysis: An Empirical Study // Investment Research and Analysis Journal. 2006. Vol. 1.Pp. 16-28.162.