Ioannis Psaradellis

University of St Andrews School of Economics and Finance

Castlecliffe, The Scores

St Andrews, KY16 9AR

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 44,656

SSRN RANKINGS

Top 44,656

in Total Papers Downloads

936

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Pairs Trading, Technical Analysis, and Data Snooping: A Two-layer Manipulation-proof Performance Approach

Number of pages: 70 Posted: 08 Mar 2018 Last Revised: 10 May 2019
University of St Andrews School of Economics and Finance, University of Liverpool - Accounting and Finance Division, Monash University - Department of Econometrics & Business Statistics and University of Glasgow
Downloads 638 (40,909)
Citation 1

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Pairs Trading, Technical Analysis, Data Snooping, Transaction Costs

2.

Performance of Technical Trading Rules: Evidence from the Crude Oil Market

The European Journal of Finance, Volume 25, Issue 17, pp. 1793-1815, September 2019, DOI: 10.1080/1351847X.2018.1552172 (Previously, it was entitled "Technical Trading, False Discoveries and Familywise Errors: The Case of Crude Oil")
Number of pages: 54 Posted: 31 Aug 2016 Last Revised: 24 Sep 2019
University of St Andrews School of Economics and Finance, University of Liverpool - Accounting and Finance Division, Monash University - Department of Econometrics & Business Statistics and University of Glasgow
Downloads 264 (116,501)
Citation 2

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Crude Oil; Technical Trading; Data Snooping; Transaction Costs; Persistence; Market Efficiency

3.

Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices

Number of pages: 72 Posted: 02 Dec 2018 Last Revised: 14 Jun 2019
University of Glasgow, University of Bath - School of Management, University of Glasgow and University of St Andrews School of Economics and Finance
Downloads 34 (453,019)

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financial economics, false discovery rate, multiple hypothesis testing, stock index, portfolio management