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    題名: Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period?
    作者: Ni, Yen-sen;Lee, Jen-tsai;Liao, Yi-ching
    貢獻者: 淡江大學管理科學學系
    關鍵詞: financial crisis;variable length MA;stock markets;BRICs;G10;G14
    日期: 2013-01-01
    上傳時間: 2013-06-10 16:08:51 (UTC+8)
    出版者: Abingdon: Routledge
    摘要: When analysing the data periods including the pre-financial and financial crisis periods, the results show that investors might make profits by using Variable Length Moving Average (VMA) trading rules as buying signals rather than as selling signals shown for the Brazil, Russia, India and China (BRIC) stock markets. However, investors may find it difficult to make profits in a financial crisis period, suggesting that more detailed information should be investigated, since the significant results shown during the full period might not reveal the differences between the pre-financial and financial crisis periods.
    關聯: Applied Economics Letters 20(2), pp.135-141
    DOI: 10.1080/13504851.2012.684784
    顯示於類別:[管理科學學系暨研究所] 期刊論文

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