A Study on Filter Rule Tests of Weak Form Efficiency for Taiwan Stock Market
碩士 === 國立高雄第一科技大學 === 財務管理系 === 89 === This research examines the weak-form efficiency of the Taiwan Stock Market by simulating the trading performance of filter rules, and wants to know whether the investors can earn excess return under some trading rules or not. The sample cont...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99504323455460580670 |