Return predictability and the ‘wisdom of crowds’:: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

Viktor Manahov; Robert Hudson; Hafiz Al Asad Bin Hoque

doi:10.1016/j.intfin.2015.02.009

Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

Viktor Manahov, Robert Hudson, Hafiz Al Asad Bin Hoque

Management

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	85-98
Number of pages	14
Journal	Journal of International Financial Markets, Institutions and Money
Volume	37
DOIs	https://doi.org/10.1016/j.intfin.2015.02.009
Publication status	Published - 3 Mar 2015

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10.1016/j.intfin.2015.02.009

Hafiz Al Asad Bin Hoque
- hh908york.acuk
- Management - Senior Lecturer - Accounting & Finance, Former employee
Person: Academic

Cite this

@article{3ae1e476ad28400ba79a69a34e6f8b14,

title = "Return predictability and the {\textquoteleft}wisdom of crowds{\textquoteright}:: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis",

author = "Viktor Manahov and Robert Hudson and Hoque, {Hafiz Al Asad Bin}",

year = "2015",

month = mar,

day = "3",

doi = "10.1016/j.intfin.2015.02.009",

language = "English",

volume = "37",

pages = "85--98",

journal = "Journal of International Financial Markets, Institutions and Money",

publisher = "Elsevier",

}

Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis. / Manahov, Viktor; Hudson, Robert; Hoque, Hafiz Al Asad Bin.
In: Journal of International Financial Markets, Institutions and Money, Vol. 37, 03.03.2015, p. 85-98.

Research output: Contribution to journal › Article › peer-review

TY - JOUR

T1 - Return predictability and the ‘wisdom of crowds’:

T2 - Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

AU - Manahov, Viktor

AU - Hudson, Robert

AU - Hoque, Hafiz Al Asad Bin

PY - 2015/3/3

Y1 - 2015/3/3

U2 - 10.1016/j.intfin.2015.02.009

DO - 10.1016/j.intfin.2015.02.009

M3 - Article

VL - 37

SP - 85

EP - 98

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

ER -

Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

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Hafiz Al Asad Bin Hoque

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