教師資料查詢 | 類別: 期刊論文 | 教師: 倪衍森 NI, YEN-SEN (瀏覽個人網頁)

標題:Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period?
學年101
學期1
出版(發表)日期2013/01/01
作品名稱Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period?
作品名稱(其他語言)
著者Ni, Yen-sen; Lee, Jen-tsai; Liao, Yi-ching
單位淡江大學管理科學學系
出版者Abingdon: Routledge
著錄名稱、卷期、頁數Applied Economics Letters 20(2), pp.135-141
摘要When analysing the data periods including the pre-financial and financial crisis periods, the results show that investors might make profits by using Variable Length Moving Average (VMA) trading rules as buying signals rather than as selling signals shown for the Brazil, Russia, India and China (BRIC) stock markets. However, investors may find it difficult to make profits in a financial crisis period, suggesting that more detailed information should be investigated, since the significant results shown during the full period might not reveal the differences between the pre-financial and financial crisis periods.
關鍵字financial crisis;variable length MA;stock markets;BRICs;G10;G14
語言英文
ISSN1350-4851; 1466-4291
期刊性質國外
收錄於SSCI;
產學合作
通訊作者Lee, Jen-Tsai
審稿制度
國別英國
公開徵稿
出版型式,紙本
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