Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/66916
DC Field | Value | Language |
---|---|---|
dc.contributor | 風管系 | en_US |
dc.creator | 許永明 | zh_TW |
dc.creator | Lu, Tsung-Hsun; Shiu, Yung-Ming | en_US |
dc.date | 2012-01 | en_US |
dc.date.accessioned | 2014-06-25T08:12:41Z | - |
dc.date.available | 2014-06-25T08:12:41Z | - |
dc.date.issued | 2014-06-25T08:12:41Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/66916 | - |
dc.description.abstract | 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. | en_US |
dc.format.extent | 191732 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en_US | - |
dc.relation | Emerging Markets and Finance and Trade, 48(1), 41-57 | en_US |
dc.subject | candlesticks; technical analysis; two-day patterns | en_US |
dc.title | Tests for Two-day Candlestick Patterns in the Emerging Equity Market of Taiwan | en_US |
dc.type | article | en |
dc.identifier.doi | 10.2753/REE1540-496X4801S104 | - |
dc.doi.uri | http://dx.doi.org/10.2753/REE1540-496X4801S104 | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.grantfulltext | restricted | - |
item.fulltext | With Fulltext | - |
item.languageiso639-1 | en_US | - |
Appears in Collections: | 期刊論文 |
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