Ioannis Psaradellis

University of St Andrews School of Economics and Finance

Castlecliffe, The Scores

St Andrews, KY16 9AR

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

1,212

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Technical Analysis, Spread Trading and Data Snooping Control

International Journal of Forecasting, Volume x, pp x-x, November 2021, DOI: 10.1016/j.ijforecast.2021.10.002
Number of pages: 70 Posted: 08 Mar 2018 Last Revised: 27 Dec 2021
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 895 (37,125)
Citation 3

Abstract:

Loading...

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 317 (132,991)
Citation 4

Abstract:

Loading...

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

3.

Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices

Journal of International Financial Markets, Institutions and Money, Vol. 73, 2021
Posted: 02 Dec 2018 Last Revised: 29 Jul 2021
University of Glasgow, University of Bath - School of Management, University of Glasgow and University of St Andrews School of Economics and Finance

Abstract:

Loading...

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