[65] Graham, B. (1949), The Intelligent Investor, Fourth revised edition (1973), Harper & Row, Publishers, Inc., New York.
[66] Grandia, V. (2002), The Search for the Golden Rule: A Reality Check of Technical Analysis in the Dutch Stock Market, master thesis, University of Amsterdam.
[67] Grossman, S.J., Shiller, R.J. (1981), The Determinants of the Variability of Stock Market Prices, The American Economic Review, 222-227.
[68] Hamilton, W.P. (1922), The Stock Market Barometer, Harper & Brothers, New York. Reprint in 1998 by John Wiley & Sons, Inc., New York.
[69] Hansen, P.R. (2001), An Unbiased and Powerful Test for Superior Predictive Ability, Brown University, Department of Economics, working paper no.01-06.
[70] Hommes, C.H. (1997), Nonlinear Economic Dynamics, University of Amsterdam, Lecture notes.
[71] Hommes, C.H. (2001), Financial markets as nonlinear adaptive evolutionary systems, Quantitative Finance 1, 149-167.
[72] Hong, H., Stein, J.C. (1999), A unified theory of underreaction, momentum trading, and overreaction in asset markets, Journal of Finance 54, 2143-2184.
[73]
Hsieh, D.A. (1988), The Statistical Properties of Daily Foreign Exchange Rates: 1974-1983, Journal of International Economics 24, 129-145.
[74] Hudson, R., Dempsey, M., Keasey, K. (1996), A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994, Journal of Banking and Finance 20, 1121-1132.
[75] Hull, J.C. (1991), Futures and Options Markets, Prentice-Hall, Inc., New Jersey.
[76] Isakov D., Hollistein, M. (1999), Application of simple technical trading rules to Swiss stock prices: Is it profitable?, Financial Markets and Portfolio Management 13, 9-26.
[77] James, F.E. (1968), Monthly Moving Averages: An Effective Investment Tool?, Journal of Financial and Quantitative Analysis, 315-326.
[78] Jensen, M.C. (1967), Random Walks: Reality or Myth - Comment, Financial Analysts Journal, 77-85.
[79] Jensen, M.C., Benington, G.A. (1969), Random Walks and Technical Theories: Some Additional Evidence, Journal of Finance 25, 469-482.
[80] Kendall, M.G. (1953), The Analysis of Economic Time-Series, Journal of the Royal Statistical Society 96, 11-25.
[81] Keynes, J.M. (1936), The General Theory of Unemployment, Interest and Money, Harcourt Brace, London.
289