Testing the Investment Efficiency of Taiwan 50ETF by MACD and SAR
碩士 === 逢甲大學 === 經營管理碩士在職專班 === 98 === This Paper uses the TSEC Taiwan 50 Index daily data from 2004 to 2009 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. MACD combined...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71951534200011894137 |