Application of Moving Average and stop loss strategy to Test the Efficiency of Taiwan Stock Market
碩士 === 逢甲大學 === 統計與精算所 === 99 === In this study , we choose 706 companys of Taiwan stock market . Using three Smooth Movinge Average to testing Fama’s(1970) Efficient Market Hypothesis of Taiwan stock market and gained stop loss strategy to testing Shyy’s(1989) that stop loss strategy could raise st...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/76039553368374095585 |