The trading performance of technical analysis strategies: The case of Taiwan 50 ETF

碩士 === 國立臺灣科技大學 === 管理學院MBA === 96 === This paper uses TTT daily data from 2003 to 2008 to examine the profitability of technical trading rules by evaluating their ability to outperform the buy-and-hold trading strategy and examine the market efficiency hypothesis. Ten technical trading indicators w...

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Bibliographic Details
Main Authors: Hsien-ta Chen, 陳賢達
Other Authors: Yen-sheng Huang
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/98863516581331319292