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題名 以技術分析研判股票市場進出時機之效果 作者 葉日武 貢獻者 郭崑謨
葉日武日期 1987 上傳時間 4-May-2016 17:06:39 (UTC+8) 參考文獻 參考資料一、中文部分:1.中國時報七十五年七月十九日第二版,「如何分析股市走勢,學者專家激辯一場」。2.聯合報七十五年七月十九日第二版,「國建會焦點,股市何去何從」。3.呂清標著:投資行為之研究,政治大學企管研究所未出版碩士論文,六十七年六月。4.林泉源譯:股市戰略,經濟日報社出版,七十二年。5.張齡松與羅俊合著:股票操作學,證券出版社股份有限公司出版,七十二年。6.林煜宗著:投資學,三民書局出版,七十二年。二、英文部A.書籍1. Bowen, Willian M. IV and Ganucheau, Frank P. III, The Investor`s Equation Chicago: Probus pub. Co., 1984.2. Cootner, Paul H. (ed.), The Random Character of Stock Market Prices. Cambridge: The M.I.T. Press, 1964.3. Edwards, Robert D. and Magee, John. Technical Analysis of Stock Trends. Boston: John Magee Inc., 1966.4. Graham, Benjamin. The Intelligent Investor, 4th ed. New York: Harper & Row, 1973.5. Granville, Joseph E. Granville`s New Strategy of Daily Stock Market Timing for Maximum Profit. Englewood Cliffs: Prentice-Hall, Inc., 1976.6. Granville, Joseph E. New Key to Stock Market Profits. Englewood Cliffs: Prentice-Hall Inc., 1963.7. Levine, Sumner N. Financial Analyst`s Handbook. Homewood: Dow Jones-Irwin, Inc., 1975.8. Malkiel, Burton G. A Random Walk Down Wall Street. New York: W.W. Norton, 1973.9. Pring, Martin J. Technical analysis Explained. New York: McGraw-Hill Book Co., 1980.10. Reilly, Frank K. Investment Analysis and Portfolio Management. New York: Dryden press, 1985.11. Sharpe, William F. Investment, 3rd. Ed., Englewood Cliffs: Prentice-Hall, Inc., 1985.12. Skinner, Richard D. Seven Kinds of Inflation. New York: McGraw-Hill Co., 1937.13. Teweles, Richard j. and Bradley, Edward S. The Stock Market, 4th. ed. New York: John Wiley & Sons, Inc., 1982.14. Zarb, Frank G. and Kerekes, Gabriel T. (ed.) The Stock Market Handbook. Homewood: Dow Jones-Irwin, Inc., 1980.B.期刊1. Alexander, Sidney S. "Price Movements in Speculative Markets: Trends or Random Walk", Industrial Management Review, II (May, 1961), PP. 7-26.2. Alexander, Sindney S. "Price Movements in Speculative Markets: Trends or Random Walks," Industrial Management Review, V (Spring, 1964), PP.25-46.3. Biggs, Barton M. "The Short Interest-A False Proverb," Financial Analyst Journal, XXII (Jul.Aug., 1966), PP. 111-116.4. Bohan, James. "Relative Strength: Further Positive Evidence," Journal of Portfolio Management, VII (Fall, 1981), PP. 39–46.5. Cootner, Paul H. "Stock Market Prices: Random Vs. System Changes," Industrial Management Review, III (Spring, 1962), PP. 24-45.6. Fama, Eugene F. "The Behavior of Stock Market Prices," Journal of Business, XXXIII (January, 1965), PP.34-105.7. Fama, Eugene F. "Random Walks in Stock Market Prices," Financial Analyst Journal, XXI, No. 5 (Sep. –Oct., 1965), PP. 55–59.8. Fama, Eugene F. and Blume, Marshall E. "Filter Rules and Stock Market Trading," Journal of business: A Supplement, XXXIV (January, 1966), PP.226-241.9. Granger, Clive W. J. and Morgenstern, Oskar. "Spectral Analysis of New York Stock Market Prices," Kyklos, XVI (1963), P. 16.10. James Jr., F. E. "Monthly Moving Averages-An Effective Investment Tool?", Journal of Financial and Quantitative Analysis, III (September, 1968), PP.315-326.11. Jensen, Michael C. "Random Walks: Reality or Myth-Comment, " Financial Analysts Journal, XXIII (Nov.Dec., 1967), PP. 77-85.12. Jensen, Michael C. and Benington, George A. "Random Walks and Technical Theories: some Additional Evidence," Journal of Finance, XXV (May, 1970), Pp. 469-482.13. Joy, O. Maurice and Jones, Charles P. "Should We Believe the Tests of Market Efficiency?", Journal of Portfolio Management, XII (Summer, 1986), PP. 49-54.14. Kewley, Thomas J. and Stevenson, Richard A. "The Odd-Lot Theory as Revealed by Purchase and Sales Statistics for Individual Stocks," Financial Analysis Journal, XXIII (sep.-oct., 1967), Pp. 103-106.15. Kewley, Thomas J. and Stevenson, Richard A. "The Odd-Lot Theory for Individual Stocks: A Reply," Financial Analysts Journal, XXV (Jan.-Feb., 1969), PP. 99-104.16. Levy, Robert A. "Relative Strength as a Criterion for Investment Selection," Journal of Finance, XXII (December, 1967), PP. 595-610.17. Levy, Robert A. "Conceptual Foundations of Technical Analysis," Financial Analysts Journal, XXII (Jul.-Aug., 1966), PP. 83-89.18. Mayor, Thomas H. "Short Trading Activities and the Price of Equities: Some Simulation and Regression Results," Journal of Financial and Quantitative Analysis, III (September, 1968), PP. 283-298.19. Seelenfreund, Alan, Parker, George G. C., and Van Horne, James C. "Stock Price Behavior and Trading, Journal of Financial and Quantitative Analysis, III (September, 1968), Pp. 263-281.20. Seneca, Joseph J. "Short Interest: Bearish or Bullish?", Journal of Finance, XXII (March, 1967), PP. 67-70.21. Smith, Randall D. "Short Interest and Stock Market Prices," Financial Analysts Journal, XXIV (Nov.-Dec., l968), Pp. 151-154.22. Theil, H. and Leenders, C.T. "Tomorrow on the Amsterdam Stock Exchange," Journal of Business, XXXVIII (July, 1965), Pp. 277–284.23. Van Home, James C. and Parker, George G. C. "The Random Walk Theory: An Empirical Test," Financial Analysts Journal, XXIII (Nov.-Dec., 1967), Pp. 87-92.24. Von Home, James C. and Parker, George G. C. "Technical Trading Rules: A Comment," Financial Analysts Journal, XXIV (Jul.-Aug., 1968), PP. 128-132.25. Ying, Chales C. "Stock Market Prices and Volume of Sales," Econometrica, XXXIV (July, 1966), Pp. 676– 685.26. Zakon, Alan J. and Pemypacker, James C. "An Analysis of the Advance-Decline Line as a Stock Market Indicator," Journal of Financial and quantitative Analysis, III (September, 1968), PP.299-314.27. Arnott, Robert D. "Relative Strength Revisited," Journal of Portfolio Management, VI (Spring, 1979), PP. 19-23.C.其他1. Levy, Robert A. "An Evaluation of Selected Applications of Stock Market Timing Techniques, Trading Tactics, and Trend Analysis". Unpublished Ph.D. Dissertation, The American University, 1966. 描述 碩士
國立政治大學
企業管理學系資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002006111 資料類型 thesis dc.contributor.advisor 郭崑謨 zh_TW dc.contributor.author (Authors) 葉日武 zh_TW dc.creator (作者) 葉日武 zh_TW dc.date (日期) 1987 en_US dc.date.accessioned 4-May-2016 17:06:39 (UTC+8) - dc.date.available 4-May-2016 17:06:39 (UTC+8) - dc.date.issued (上傳時間) 4-May-2016 17:06:39 (UTC+8) - dc.identifier (Other Identifiers) B2002006111 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90825 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 企業管理學系 zh_TW dc.description.tableofcontents 目錄圖表目錄第一章 概論………1第一節 研究動機與目的………1第二節 研究方法與架構………3第三節 研究設計………4第四節 研究限制………8第二章 技術分析簡介………12第一節 技術分析的基本理念………12第二節 技術分析的各種方法………16第三章 文獻探討………30第一節 對於技術分析的看法………30第二節 對於技術分析的批評………33第三節 有關技術分析的實證研究………35第四章 實證發現………50第一節 報酬與風險………50第二節 時機研判之效果………53第三節 推論限制………56第四動 檢討與推論………58第五章 結論與建議………64第一節 論文結論………64第二節 對投資人的涵義………68第三節 進一步研究的建議………70參考資料………72 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006111 en_US dc.title (題名) 以技術分析研判股票市場進出時機之效果 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考資料一、中文部分:1.中國時報七十五年七月十九日第二版,「如何分析股市走勢,學者專家激辯一場」。2.聯合報七十五年七月十九日第二版,「國建會焦點,股市何去何從」。3.呂清標著:投資行為之研究,政治大學企管研究所未出版碩士論文,六十七年六月。4.林泉源譯:股市戰略,經濟日報社出版,七十二年。5.張齡松與羅俊合著:股票操作學,證券出版社股份有限公司出版,七十二年。6.林煜宗著:投資學,三民書局出版,七十二年。二、英文部A.書籍1. Bowen, Willian M. IV and Ganucheau, Frank P. III, The Investor`s Equation Chicago: Probus pub. Co., 1984.2. Cootner, Paul H. (ed.), The Random Character of Stock Market Prices. Cambridge: The M.I.T. Press, 1964.3. Edwards, Robert D. and Magee, John. Technical Analysis of Stock Trends. Boston: John Magee Inc., 1966.4. Graham, Benjamin. The Intelligent Investor, 4th ed. New York: Harper & Row, 1973.5. Granville, Joseph E. Granville`s New Strategy of Daily Stock Market Timing for Maximum Profit. Englewood Cliffs: Prentice-Hall, Inc., 1976.6. Granville, Joseph E. New Key to Stock Market Profits. Englewood Cliffs: Prentice-Hall Inc., 1963.7. Levine, Sumner N. Financial Analyst`s Handbook. Homewood: Dow Jones-Irwin, Inc., 1975.8. Malkiel, Burton G. A Random Walk Down Wall Street. New York: W.W. Norton, 1973.9. Pring, Martin J. Technical analysis Explained. New York: McGraw-Hill Book Co., 1980.10. Reilly, Frank K. Investment Analysis and Portfolio Management. New York: Dryden press, 1985.11. Sharpe, William F. Investment, 3rd. Ed., Englewood Cliffs: Prentice-Hall, Inc., 1985.12. Skinner, Richard D. Seven Kinds of Inflation. New York: McGraw-Hill Co., 1937.13. Teweles, Richard j. and Bradley, Edward S. The Stock Market, 4th. ed. New York: John Wiley & Sons, Inc., 1982.14. Zarb, Frank G. and Kerekes, Gabriel T. (ed.) The Stock Market Handbook. Homewood: Dow Jones-Irwin, Inc., 1980.B.期刊1. Alexander, Sidney S. "Price Movements in Speculative Markets: Trends or Random Walk", Industrial Management Review, II (May, 1961), PP. 7-26.2. Alexander, Sindney S. "Price Movements in Speculative Markets: Trends or Random Walks," Industrial Management Review, V (Spring, 1964), PP.25-46.3. Biggs, Barton M. "The Short Interest-A False Proverb," Financial Analyst Journal, XXII (Jul.Aug., 1966), PP. 111-116.4. Bohan, James. "Relative Strength: Further Positive Evidence," Journal of Portfolio Management, VII (Fall, 1981), PP. 39–46.5. Cootner, Paul H. "Stock Market Prices: Random Vs. System Changes," Industrial Management Review, III (Spring, 1962), PP. 24-45.6. Fama, Eugene F. "The Behavior of Stock Market Prices," Journal of Business, XXXIII (January, 1965), PP.34-105.7. Fama, Eugene F. "Random Walks in Stock Market Prices," Financial Analyst Journal, XXI, No. 5 (Sep. –Oct., 1965), PP. 55–59.8. Fama, Eugene F. and Blume, Marshall E. "Filter Rules and Stock Market Trading," Journal of business: A Supplement, XXXIV (January, 1966), PP.226-241.9. Granger, Clive W. J. and Morgenstern, Oskar. "Spectral Analysis of New York Stock Market Prices," Kyklos, XVI (1963), P. 16.10. James Jr., F. E. "Monthly Moving Averages-An Effective Investment Tool?", Journal of Financial and Quantitative Analysis, III (September, 1968), PP.315-326.11. Jensen, Michael C. "Random Walks: Reality or Myth-Comment, " Financial Analysts Journal, XXIII (Nov.Dec., 1967), PP. 77-85.12. Jensen, Michael C. and Benington, George A. "Random Walks and Technical Theories: some Additional Evidence," Journal of Finance, XXV (May, 1970), Pp. 469-482.13. Joy, O. Maurice and Jones, Charles P. "Should We Believe the Tests of Market Efficiency?", Journal of Portfolio Management, XII (Summer, 1986), PP. 49-54.14. Kewley, Thomas J. and Stevenson, Richard A. "The Odd-Lot Theory as Revealed by Purchase and Sales Statistics for Individual Stocks," Financial Analysis Journal, XXIII (sep.-oct., 1967), Pp. 103-106.15. Kewley, Thomas J. and Stevenson, Richard A. "The Odd-Lot Theory for Individual Stocks: A Reply," Financial Analysts Journal, XXV (Jan.-Feb., 1969), PP. 99-104.16. Levy, Robert A. "Relative Strength as a Criterion for Investment Selection," Journal of Finance, XXII (December, 1967), PP. 595-610.17. Levy, Robert A. "Conceptual Foundations of Technical Analysis," Financial Analysts Journal, XXII (Jul.-Aug., 1966), PP. 83-89.18. Mayor, Thomas H. "Short Trading Activities and the Price of Equities: Some Simulation and Regression Results," Journal of Financial and Quantitative Analysis, III (September, 1968), PP. 283-298.19. Seelenfreund, Alan, Parker, George G. C., and Van Horne, James C. "Stock Price Behavior and Trading, Journal of Financial and Quantitative Analysis, III (September, 1968), Pp. 263-281.20. Seneca, Joseph J. "Short Interest: Bearish or Bullish?", Journal of Finance, XXII (March, 1967), PP. 67-70.21. Smith, Randall D. "Short Interest and Stock Market Prices," Financial Analysts Journal, XXIV (Nov.-Dec., l968), Pp. 151-154.22. Theil, H. and Leenders, C.T. "Tomorrow on the Amsterdam Stock Exchange," Journal of Business, XXXVIII (July, 1965), Pp. 277–284.23. Van Home, James C. and Parker, George G. C. "The Random Walk Theory: An Empirical Test," Financial Analysts Journal, XXIII (Nov.-Dec., 1967), Pp. 87-92.24. Von Home, James C. and Parker, George G. C. "Technical Trading Rules: A Comment," Financial Analysts Journal, XXIV (Jul.-Aug., 1968), PP. 128-132.25. Ying, Chales C. "Stock Market Prices and Volume of Sales," Econometrica, XXXIV (July, 1966), Pp. 676– 685.26. Zakon, Alan J. and Pemypacker, James C. "An Analysis of the Advance-Decline Line as a Stock Market Indicator," Journal of Financial and quantitative Analysis, III (September, 1968), PP.299-314.27. Arnott, Robert D. "Relative Strength Revisited," Journal of Portfolio Management, VI (Spring, 1979), PP. 19-23.C.其他1. Levy, Robert A. "An Evaluation of Selected Applications of Stock Market Timing Techniques, Trading Tactics, and Trend Analysis". Unpublished Ph.D. Dissertation, The American University, 1966. zh_TW