Can Filter Rules and Bias achieve excess return?-Empirical studies of Taiwan 50 index fund
碩士 === 中興大學 === 財務金融系所 === 95 === The purpose of this research is to find out whether technical analysis achieves excess return and test the existence of weak-form efficiency in Taiwan stock market. This research upon Taiwan 50 Index Fund consists two technical analysis: Filter Rules and Bias. The r...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/88409020488363078665 |