| dc.contributor | 風管系 | en_US |
| dc.creator (作者) | 許永明 | zh_TW |
| dc.creator (作者) | Lu, Tsung-Hsun; Shiu, Yung-Ming | en_US |
| dc.date (日期) | 2012-01 | en_US |
| dc.date.accessioned | 25-Jun-2014 16:12:41 (UTC+8) | - |
| dc.date.available | 25-Jun-2014 16:12:41 (UTC+8) | - |
| dc.date.issued (上傳時間) | 25-Jun-2014 16:12:41 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/66916 | - |
| dc.description.abstract (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. | en_US |
| dc.format.extent | 191732 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Emerging Markets and Finance and Trade, 48(1), 41-57 | en_US |
| dc.subject (關鍵詞) | candlesticks; technical analysis; two-day patterns | en_US |
| dc.title (題名) | Tests for Two-day Candlestick Patterns in the Emerging Equity Market of Taiwan | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.2753/REE1540-496X4801S104 | - |
| dc.doi.uri (DOI) | http://dx.doi.org/10.2753/REE1540-496X4801S104 | - |
