Ioannis Psaradellis

University of St Andrews School of Economics and Finance

Castlecliffe, The Scores

St Andrews, KY16 9AR

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

1,408

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Technical Analysis, Spread Trading and Data Snooping Control

International Journal of Forecasting, Volume 39, Issue 1, pp 178-191, January–March 2023, DOI: 10.1016/j.ijforecast.2021.10.002
Number of pages: 70 Posted: 08 Mar 2018 Last Revised: 13 Jan 2023
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 1,043 (40,939)
Citation 3

Abstract:

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Technical Trading Rules; Spread Trading Predictability; False Discovery Rate; Bootstrap Test; Portfolio Performance

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 365 (154,488)
Citation 4

Abstract:

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