The profitability of trading US stocks in Quarter 4-evidence from trading signals emitted by SOI and RSI.

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/125154

請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125154

題名:	The profitability of trading US stocks in Quarter 4-evidence from trading signals emitted by SOI and RSI.
作者:	Day, Min-Yuh;Cheng, Yirung;Huang, Paoyu;Ni, Yensen
關鍵詞:	Cumulative abnormal returns (CARs);relative strength index (RSI);stochastic oscillator indicator (SOI);quarterly effect
日期:	2023-05-15
上傳時間:	2024-03-06 12:05:43 (UTC+8)
出版者:	Routledge
摘要:	Since the yields of trading stocks are affected by numerous elements, this study aims to explore whether the profitability of trading stock with the use of technical trading rules, such as Stochastic Oscillator Indicators (SOI) and Relative Strength Index (RSI), would matter in the fourth quarter of the year. By employing the data of Dow Jones 30 (DJI 30) and NASDAQ 100 (NDX100) from 2011 to 2020 and from 1991 to 2020, this study reports that investors applying SOI and RSI would have higher cumulative abnormal returns (CARs) in Quarter 4 as compared with those in Quarters 1–3, respectively. The revealed findings indicate that the quarterly effect should be taken into account by investors when trading DJI 30 and NDX100, the representative indices for US stock markets. More importantly, this study may contribute to the existing literature due to the rare discussion of this interesting issue in the past research.
關聯:	Applied Economics Letters 30(9), p.1173-1178
DOI:	10.1080/13504851.2022.2041165
顯示於類別:	[管理科學學系暨研究所] 期刊論文

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
index.html		0Kb	HTML	47	檢視/開啟

在機構典藏中所有的資料項目都受到原著作權保護.

TAIR相關文章