Ioannis Psaradellis

University of St Andrews School of Economics and Finance

Castlecliffe, The Scores

St Andrews, KY16 9AR

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 44,503

in Total Papers Downloads

1,056

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Technical Analysis, Spread Trading and Data Snooping Control

Number of pages: 70 Posted: 08 Mar 2018 Last Revised: 23 Jun 2020
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 735 (36,952)
Citation 3

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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 283 (117,714)
Citation 3

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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 38 (469,198)

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