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https://ah.lib.nccu.edu.tw/handle/140.119/66916
題名: | Tests for Two-day Candlestick Patterns in the Emerging Equity Market of Taiwan | 作者: | 許永明 Lu, Tsung-Hsun; Shiu, Yung-Ming |
貢獻者: | 風管系 | 關鍵詞: | candlesticks; technical analysis; two-day patterns | 日期: | 一月-2012 | 上傳時間: | 25-六月-2014 | 摘要: | Using the Taiwan 50 Index component stocks for the period from January 2, 2002, to December 31, 2009, this study examines the predictive power of candlestick trading strategies. A four-digit numbers approach is employed to categorize two-day candlestick patterns. We find that the Taiwanese stock market is not efficient. We also document that two candlestick bullish patterns consistently outperform others. The main contributions of this study include addressing a range of two-day candlestick patterns, finding existing patterns not profitable, and showing two new patterns as profitable. | 關聯: | Emerging Markets and Finance and Trade, 48(1), 41-57 | 資料類型: | article | DOI: | http://dx.doi.org/10.2753/REE1540-496X4801S104 |
Appears in Collections: | 期刊論文 |
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