台灣股市選股法則實證分析

• Main Authors: Chin-Feng Tsai, 蔡金鳳
• Other Authors: Chou-Wen Wang
• Format: Others
• Language: zh-TW
• Published: 2016
• Online Access: http://ndltd.ncl.edu.tw/handle/86943095396692064902

碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 104 === The objectives of this paper are using fundamental analysis , technical analysis and traded volume to form stock selection strategies to provide investors a simple quantitative investment opportunity. The stock sample range from January 2005 to October 2015 in taiwan’s stock market .The empirical results shows that the investment strategies with positive earnings per share , positive dividend payout and 5-day, 10-day , or 20-day moving averages can provide the better investment profits. Furthermore, under the same fundamental analysis criteria, investors can choose the stocks selected by investment trust and dealers of security firms.