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...

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Bibliographic Details
Main Authors: YEH CHIEN YU, 葉建佑
Other Authors: 徐俊明
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/60566786737026042736