| dc.contributor | 風管系 | |
| dc.creator (作者) | 許永明 | zh_TW |
| dc.creator (作者) | Lu, Tsung-Hsun;許永明 | |
| dc.date (日期) | 2015-12 | |
| dc.date.accessioned | 7-Jul-2016 15:42:45 (UTC+8) | - |
| dc.date.available | 7-Jul-2016 15:42:45 (UTC+8) | - |
| dc.date.issued (上傳時間) | 7-Jul-2016 15:42:45 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/98760 | - |
| dc.description.abstract (摘要) | We set out in this study to conduct a comprehensive analysis of the profitability of every possible 1-day candlestick pattern using data on the 30 component stocks of the Dow Jones Industrial Average index. Our study involves a very lengthy sample period running from January 1974 to December 2009, with the results revealing a noticeable increase in the predictive power of 1-day candlestick patterns from 1992 onwards. Our evidence shows that several of the patterns may well prove to be profitable for the Dow Jones Industrial Average stocks. The robustness of our results is subsequently confirmed based upon a bootstrap analysis. | |
| dc.format.extent | 155 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Applied Economics, 48-35, 3345-3354 | |
| dc.title (題名) | Can One-day Candlestick Patterns be Profitable on the 30 Component Stocks of the DJIA? | |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1080/00036846.2015.1137553 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1080/00036846.2015.1137553 | |
