台股期貨市場弱式效率性之研究

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 92 === In this study, we use the technique analysis to test whether the technique indicators can obtain excess return and whether Taiwan index (TX) future market can support weak-form efficiency. Besides, we consider effect of stop loss mechanism and price pattern on...

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Bibliographic Details
Main Author: 吳百正
Other Authors: 梁瓊如
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/97697464763675027305