Can chartists outperform the market? market efficiency tests for “technical analysis”

C-Tier

Journal: Journal of Futures Markets

Year: 1984

Volume: 4

Issue: 4

Pages: 465-478

Authors (2)

Salih N. Neftci Andrew J. Policano (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count