English  |  正體中文  |  简体中文  |  Items with full text/Total items : 55956/90025 (62%)
Visitors : 11516027      Online Users : 89
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/118268


    Title: The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50
    Authors: Ni, Yensen;Day, Min-Yuh;Huang, Paoyu;Yua, Shang-Ru
    Keywords: Bollinger bands;Market efficiency;Technical analysis;Investment strategy
    Date: 2020-01-07
    Issue Date: 2020-03-14 12:10:30 (UTC+8)
    Abstract: 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.
    Relation: Physica A: Statistical Mechanics and its Applications
    DOI: 10.1016/j.physa.2020.124144
    Appears in Collections:[Department of Management Sciences] Journal Article

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML15View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


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