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...
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 |
Similar Items
-
SIMEX摩根台股指數期貨與期貨選擇權日內定價效率性之研究
by: Money W.L.-Lin, et al.
Published: (1999) -
SIMEX摩根台股指數期貨與期貨選擇權日內定價效率性之研究
by: 林萬里, et al. -
臺灣股市弱式效率市場之再驗證
by: Zheng, Ya Ren, et al.
Published: (1994) -
類股指數期貨交易對現貨及台股指數期貨市場之影響
by: 詹博欽
Published: (2000) -
台灣股票市場弱式效率性實證研究-以技術分析檢驗
by: LAI,SHENG-ZHANG, et al.
Published: (1990)