淡江大學機構典藏:Item 987654321/118268
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62797/95867 (66%)
造访人次 : 3738227      在线人数 : 370
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/118268


    题名: 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
    关键词: Bollinger bands;Market efficiency;Technical analysis;Investment strategy
    日期: 2020-08
    上传时间: 2020-03-14 12:10:30 (UTC+8)
    出版者: Elesvier
    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 551, 124144(14 pages)
    DOI: 10.1016/j.physa.2020.124144
    显示于类别:[管理科學學系暨研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    index.html0KbHTML203检视/开启
    The profitability of Bollinger Bands:Evidence from the constituent stocks of Taiwan 50.pdf563KbAdobe PDF62检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

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