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Details about Dan Gabriel Anghel

Workplace:Institutul de Prognoza Economica (Institute for Economic Forecasting), Institutul National de Cercetari Economice (INCE) (National Institute of Economic Research), Academia Romana (Romanian Academy), (more information at EDIRC)
Facultatea de Finante, Asigurari, Banci şi Burse de Valori (Faculty of Finance, Insurance, Banking and Asset Markets), Academia de Studii Economice din Bucureşti (Bucharest University of Economic Studies), (more information at EDIRC)

Access statistics for papers by Dan Gabriel Anghel.

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

Short-id: pan626

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Journal Articles


  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) Downloads


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


  1. Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets
    Journal for Economic Forecasting, 2020, (2), 92-114 Downloads View citations (1)
  2. 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 Downloads View citations (1)
  3. 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 Downloads


  1. Liquidity-threshold effect in non-performing loans
    Finance Research Letters, 2018, 27, (C), 124-128 Downloads View citations (12)
  2. Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market
    The Review of Finance and Banking, 2018, 10, (2), 095-0108 Downloads


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


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


  1. 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 Downloads View citations (3)
    Theoretical and Applied Economics, 2013, XX, (Special I), 373-379 Downloads
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