{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,30]],"date-time":"2025-10-30T06:49:24Z","timestamp":1761806964463},"reference-count":23,"publisher":"Elsevier BV","issue":"4","license":[{"start":{"date-parts":[[2004,9,1]],"date-time":"2004-09-01T00:00:00Z","timestamp":1093996800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Decision Support Systems"],"published-print":{"date-parts":[[2004,9]]},"DOI":"10.1016\/s0167-9236(03)00084-8","type":"journal-article","created":{"date-parts":[[2003,7,31]],"date-time":"2003-07-31T18:28:16Z","timestamp":1059676096000},"page":"515-530","source":"Crossref","is-referenced-by-count":48,"title":["A computational implementation of stock charting: abrupt volume increase as signal for movement in New York Stock Exchange Composite Index"],"prefix":"10.1016","volume":"37","author":[{"given":"William","family":"Leigh","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Naval","family":"Modani","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ross","family":"Hightower","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"78","reference":[{"issue":"1","key":"10.1016\/S0167-9236(03)00084-8_BIB1","doi-asserted-by":"crossref","first-page":"28","DOI":"10.2469\/faj.v57.n1.2417","article-title":"Market timing and roulette wheels","volume":"57","author":"Bauer","year":"2001","journal-title":"Financial Analysts Journal"},{"issue":"1","key":"10.1016\/S0167-9236(03)00084-8_BIB2","doi-asserted-by":"crossref","first-page":"9","DOI":"10.2307\/1392235","article-title":"Equity trading volume and volatility: latent information arrivals and common long-run dependencies","volume":"17","author":"Bollerslev","year":"1999","journal-title":"Journal of Business and Economic Statistics"},{"issue":"4","key":"10.1016\/S0167-9236(03)00084-8_BIB3","doi-asserted-by":"crossref","first-page":"1311","DOI":"10.1111\/0022-1082.00054","article-title":"The Dow theory: William Peter Hamilton's track record reconsidered","volume":"53","author":"Brown","year":"1998","journal-title":"Journal of Finance"},{"issue":"4","key":"10.1016\/S0167-9236(03)00084-8_BIB4","doi-asserted-by":"crossref","first-page":"905","DOI":"10.2307\/2118454","article-title":"Trading volume and serial correlation in stock returns","volume":"108","author":"Campbell","year":"1993","journal-title":"Quarterly Journal of Economics"},{"issue":"2","key":"10.1016\/S0167-9236(03)00084-8_BIB5","doi-asserted-by":"crossref","first-page":"153","DOI":"10.2307\/2676188","article-title":"Profitability of momentum strategies in the international equity markets","volume":"35","author":"Chan","year":"2000","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB6","doi-asserted-by":"crossref","first-page":"135","DOI":"10.2307\/1913889","article-title":"A subordinated stochastic process model with finite variance for speculative prices","volume":"41","author":"Clark","year":"1973","journal-title":"Econometrica"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB7","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1016\/0304-405X(87)90033-X","article-title":"Testing for market timing ability a framework for forecast evaluation","volume":"19","author":"Cumby","year":"1987","journal-title":"Journal of Financial Economics"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB8","series-title":"Dictionary of Finance and Investment Terms","author":"Downes","year":"1998"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB9","series-title":"Pattern Classification and Scene Analysis","author":"Duda","year":"1973"},{"issue":"5","key":"10.1016\/S0167-9236(03)00084-8_BIB10","doi-asserted-by":"crossref","first-page":"1575","DOI":"10.2307\/2328565","article-title":"Efficient capital markets: II","volume":"46","author":"Fama","year":"1991","journal-title":"Journal of Finance"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB11","doi-asserted-by":"crossref","first-page":"283","DOI":"10.1016\/S0304-405X(98)00026-9","article-title":"Market efficiency, long-term returns, and behavioral finance","volume":"49","author":"Fama","year":"1998","journal-title":"Journal of Financial Economics"},{"issue":"4","key":"10.1016\/S0167-9236(03)00084-8_BIB12","doi-asserted-by":"crossref","first-page":"407","DOI":"10.1016\/S1057-5219(01)00061-8","article-title":"Anomalies in finance: what are they and what are they good for?","volume":"10","author":"Frankfurter","year":"2001","journal-title":"International Review of Financial Analysis"},{"issue":"1","key":"10.1016\/S0167-9236(03)00084-8_BIB13","doi-asserted-by":"crossref","first-page":"109","DOI":"10.2307\/2330874","article-title":"The relation between price changes and trading volume: a survey","volume":"22","author":"Karpoff","year":"1987","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"3","key":"10.1016\/S0167-9236(03)00084-8_BIB14","doi-asserted-by":"crossref","first-page":"161","DOI":"10.2307\/1928627","article-title":"Measurement without theory","volume":"29","author":"Koopmans","year":"1947","journal-title":"Review of Economic Statistics"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB15","doi-asserted-by":"crossref","first-page":"327","DOI":"10.1023\/A:1012735529805","article-title":"Empirical identification of non-informational trades using trading volume data","volume":"17","author":"Lee","year":"2001","journal-title":"Review of Quantitative Finance and Accounting"},{"issue":"1","key":"10.1016\/S0167-9236(03)00084-8_BIB16","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1016\/S0165-1765(02)00110-6","article-title":"Market timing: a test of a charting heuristic","volume":"77","author":"Leigh","year":"2002","journal-title":"Economics Letters"},{"issue":"4","key":"10.1016\/S0167-9236(03)00084-8_BIB17","doi-asserted-by":"crossref","first-page":"1705","DOI":"10.1111\/0022-1082.00265","article-title":"Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation","volume":"55","author":"Lo","year":"2000","journal-title":"Journal of Finance"},{"issue":"2","key":"10.1016\/S0167-9236(03)00084-8_BIB18","doi-asserted-by":"crossref","first-page":"61","DOI":"10.2469\/faj.v55.n2.2261","article-title":"Mining fool's gold","volume":"55","author":"McQueen","year":"1999","journal-title":"Financial Analysts Journal"},{"issue":"4","key":"10.1016\/S0167-9236(03)00084-8_BIB19","doi-asserted-by":"crossref","first-page":"549","DOI":"10.1086\/296551","article-title":"Na\u0131\u0308ve trading rules in financial markets and Wiener\u2013Kolmogorov prediction theory: a study of \u201ctechnical analysis\u201d","volume":"64","author":"Neftci","year":"1991","journal-title":"Journal of Business"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB20","series-title":"Bounded Rationality in Macroeconomics","author":"Roberts","year":"1995"},{"issue":"5","key":"10.1016\/S0167-9236(03)00084-8_BIB21","doi-asserted-by":"crossref","first-page":"1647","DOI":"10.1111\/0022-1082.00163","article-title":"Data-snooping, technical trading rule performance, and the bootstrap","volume":"54","author":"Sullivan","year":"1999","journal-title":"Journal of Finance"},{"key":"10.1016\/S0167-9236(03)00084-8_BIB22","series-title":"Handbook of Experimental Economics","first-page":"445","article-title":"Experimental asset markets: a survey","author":"Sunder","year":"1995"},{"issue":"3","key":"10.1016\/S0167-9236(03)00084-8_BIB23","doi-asserted-by":"crossref","first-page":"757","DOI":"10.2307\/2327800","article-title":"In defense of technical analysis","volume":"40","author":"Treynor","year":"1985","journal-title":"Journal of Finance"}],"container-title":["Decision Support Systems"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167923603000848?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167923603000848?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,17]],"date-time":"2019-03-17T03:59:49Z","timestamp":1552795189000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0167923603000848"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2004,9]]},"references-count":23,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2004,9]]}},"alternative-id":["S0167923603000848"],"URL":"https:\/\/doi.org\/10.1016\/s0167-9236(03)00084-8","relation":{},"ISSN":["0167-9236"],"issn-type":[{"value":"0167-9236","type":"print"}],"subject":[],"published":{"date-parts":[[2004,9]]}}}