The Effectiveness of Bollinger Bands Strategies: FTSE TWSE Taiwan Mid-Cap 100 Index

碩士 === 東海大學 === 財務金融學系碩士在職專班 === 106 === In this paper we analyze the Bollinger Bands (B-Bands) to verify whether Taiwan stocks have the possibility of obtaining abnormal returns. Our samples consist of FTSE TWSE Taiwan Mid-Cap 100 Index. Data from September 1st 2012 to September 30 2017. We use...

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Bibliographic Details
Main Authors: HUANG,YU-CHIA, 黃郁佳
Other Authors: KUO,I-DOUN
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/gjn2gw