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 |