Details about Dan Gabriel Anghel

Access statistics for papers by Dan Gabriel Anghel.

Last updated 2022-09-07. Update your information in the RePEc Author Service.

Short-id: pan626

Journal Articles

2022

1. No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance
   Economics Letters, 2022, 216, (C) View citations (1)

2021

2. A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis
   Finance Research Letters, 2021, 39, (C) View citations (9)
3. Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks
   Economic Modelling, 2021, 98, (C), 302-318 View citations (2)
4. Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models
   Journal of Banking & Finance, 2021, 126, (C) View citations (1)
5. Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981
   Critical Finance Review, 2021, 10, (3), 409-418

2020

6. Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets
   Journal for Economic Forecasting, 2020, (2), 92-114 View citations (2)
7. Predicting Intraday Prices in the Frontier Stock Market of Romania Using Machine Learning Algorithms
   International Journal of Economics and Financial Research, 2020, 6, (7), 170-179 View citations (1)
8. What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market?
   International Journal of Financial Research, 2020, 11, (5), 205-220

2018

9. Liquidity-threshold effect in non-performing loans
   Finance Research Letters, 2018, 27, (C), 124-128 View citations (15)
10. Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market
    The Review of Finance and Banking, 2018, 10, (2), 095-0108

2017

11. Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania
    Journal for Economic Forecasting, 2017, (3), 88-109 View citations (4)

2015

12. Market Efficiency and Technical Analysis in Romania
    International Journal of Financial Research, 2015, 6, (2), 164-177 View citations (6)

2013

13. How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market?
    The Review of Finance and Banking, 2013, 05, (2), 089-115 View citations (3)
14. THE PERFORMANCE OF ROC ON THE BSE
    Theoretical and Applied Economics, 2013, XX, (Special I), 373-379