THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE

碩士 === 南華大學 === 財務管理研究所 === 95 === 　　This study explores the market attemption in three dimensions: 1. the difference between the open and closing price; 2. continuity; 3.relative technological position. We also study the effect of abnormal volatility on the weighting stock price index using the ret...

Full description

Bibliographic Details
Main Authors:	Wen-hsing Chang, 張文馨
Other Authors:	Tzung-min Pai
Format:	Others
Language:	zh-TW
Published:	2007
Online Access:	http://ndltd.ncl.edu.tw/handle/uzj2ah

id	ndltd-TW-095NHU05305014
record_format	oai_dc
spelling	ndltd-TW-095NHU053050142019-05-15T19:48:41Z http://ndltd.ncl.edu.tw/handle/uzj2ah THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE 以變幅觀念探討異常波動率與加權股價指數之關係 Wen-hsing Chang 張文馨碩士南華大學財務管理研究所 95 　　This study explores the market attemption in three dimensions: 1. the difference between the open and closing price; 2. continuity; 3.relative technological position. We also study the effect of abnormal volatility on the weighting stock price index using the return-event study. The samples include 4,662 daily data from 1990 to 2006. We first use double-range k line to test the abnormal volatility, and if there exists an abnormal volatility, we subsequently predict the trend using the method of logistic regression which was found to be a good tool for investment timing. The result shows that red k line and black k line are better indicators in predicting the short-run trend than the long-run. Tzung-min Pai 白宗民 2007 學位論文 ; thesis 71 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 南華大學 === 財務管理研究所 === 95 === 　　This study explores the market attemption in three dimensions: 1. the difference between the open and closing price; 2. continuity; 3.relative technological position. We also study the effect of abnormal volatility on the weighting stock price index using the return-event study. The samples include 4,662 daily data from 1990 to 2006. We first use double-range k line to test the abnormal volatility, and if there exists an abnormal volatility, we subsequently predict the trend using the method of logistic regression which was found to be a good tool for investment timing. The result shows that red k line and black k line are better indicators in predicting the short-run trend than the long-run.
author2	Tzung-min Pai
author_facet	Tzung-min Pai Wen-hsing Chang 張文馨
author	Wen-hsing Chang 張文馨
spellingShingle	Wen-hsing Chang 張文馨 THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE
author_sort	Wen-hsing Chang
title	THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE
title_short	THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE
title_full	THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE
title_fullStr	THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE
title_full_unstemmed	THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE
title_sort	relation between taiex and unusual volatility–used by the concept of range
publishDate	2007
url	http://ndltd.ncl.edu.tw/handle/uzj2ah
work_keys_str_mv	AT wenhsingchang therelationbetweentaiexandunusualvolatilityusedbytheconceptofrange AT zhāngwénxīn therelationbetweentaiexandunusualvolatilityusedbytheconceptofrange AT wenhsingchang yǐbiànfúguānniàntàntǎoyìchángbōdònglǜyǔjiāquángǔjiàzhǐshùzhīguānxì AT zhāngwénxīn yǐbiànfúguānniàntàntǎoyìchángbōdònglǜyǔjiāquángǔjiàzhǐshùzhīguānxì AT wenhsingchang relationbetweentaiexandunusualvolatilityusedbytheconceptofrange AT zhāngwénxīn relationbetweentaiexandunusualvolatilityusedbytheconceptofrange
_version_	1719095166904565760

THE RELATION BETWEEN TAIEX AND UNUSUAL VOLATILITY–USED BY THE CONCEPT OF RANGE

Similar Items