Application of Moving Average,Relative Strength Index and Volume to Test the Efficiency of Taiwan Stock Market
碩士 === 逢甲大學 === 財務金融學所 === 92 === In this study, we revise CRISMA trading rules and use the signal of “multiple confirm” buying and selling as the basis of buy-long and sell-short to test whether the symmetrical trading rules can get excess returns and whether Taiwan stock market supports weak-for...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44738868367073013086 |