English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 57042/90725 (63%)
造訪人次 : 12463545      線上人數 : 298
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/118268

    題名: The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50
    作者: Ni, Yensen;Day, Min-Yuh;Huang, Paoyu;Yua, Shang-Ru
    關鍵詞: Bollinger bands;Market efficiency;Technical analysis;Investment strategy
    日期: 2020-01-07
    上傳時間: 2020-03-14 12:10:30 (UTC+8)
    摘要: We employ the constituent stocks of Taiwan 50 as our sample and explore if investors can beat the market by trading them as trading signals emitted by Bollinger Bands (BBs). Results reveal that investors might beat the market by taking long positions on stocks as share prices hit the lower BBs, as significantly shown in the positive abnormal returns. In addition, investors might also take the long positions instead of short positions when share prices reach the upper BBs. Thus, investors should employ momentum strategies instead of contrarian strategies while hitting upper BBs.
    關聯: Physica A: Statistical Mechanics and its Applications
    DOI: 10.1016/j.physa.2020.124144
    顯示於類別:[管理科學學系暨研究所] 期刊論文


    檔案 描述 大小格式瀏覽次數



    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋