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...

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Bibliographic Details
Main Authors: Ying-Ting Chen, 陳映廷
Other Authors: Doong S.-Chyi
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/88409020488363078665

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