The Performance if Technical Rules: An Empirical Study on US Individual Firms
碩士 === 國立中興大學 === 財務金融研究所 === 92 === This study adopts three prevalent technical indicators, moving averages(MA), stochastics(KD), and range breakout(RB) to construct simple trading rules and then apply them to US individual stocks for the period 1980-2001. The results show that, compared to the buy...
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/60566786737026042736 |