| Summary: | 碩士 === 長庚大學 === 企業管理研究所 === 96 === Abstract
This study is based on four major indices of China stock market, which are samples for A、B share of Shanghai, and A、B-share of Shenzhen. We use technology indicators for MA、MACD、KD and RSI which is commonly used by China investors, and simulation in trading from May 17, 1999 to September 28, 2007. Also, the trading result, with the differences returns between these technology indicators and buy with hold. It testified that certified by used statistics of“t”method, the result as following:
When the market is continuously powerful rising, the returns from using MA、MACD、KD and RSI were not better than those were just buy with hold. It has been testified helpfully,however, on stopping the decreasings and avoiding the dangers when the market is in a greater drop at the wave band much generally.
In addition, by using the technology indicators of MA、MACD、KD and RSI, we found out that the returns from the B share of China stock market are better than those are from the A share. And we testified that the technology indicators of MA、MACD、KD and RSI are more effective when using on larger fluctuation in stock market.
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