Can Program Trading Create Values for Investors? Evidence from TSEC Taiwan 50 Index Constituents

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 99 === This study examines the performance of technical trading strategies selected using the sample of TSEC Taiwan 50 Index constituents. Specifically, we develiop eight trading strategies by combining candlestick rules and four common technical indicators and exam...

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Bibliographic Details
Main Authors: Yi-Ying Lee, 李宜穎
Other Authors: Eliza Wang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/01406835020934181448