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:Trading Strategies in Terms of Continuous Rising (Falling) Prices or Continuous Bullish (Bearish) Candlesticks Emitted
學年106
學期2
出版(發表)日期2018/07/01
作品名稱Trading Strategies in Terms of Continuous Rising (Falling) Prices or Continuous Bullish (Bearish) Candlesticks Emitted
作品名稱(其他語言)
著者Yensen Ni; Yirung Cheng; Paoyu Huang; Min-YuhDay
單位
出版者
著錄名稱、卷期、頁數Physica A: Statistical Mechanics and its Applications 501, p.188-204
摘要We argue that either continuous rising (falling) share prices or continuous bullish (bearish) candlesticks released might cause either herding behaviors due to investors’ sentiments stimulated or stock prices rebounded due to stock price overreaction. In this study, we explore the trading strategies used as either continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted, which seems rarely explored even unexplored in the existing literature. By using the constituent stocks of DJ 30, FTSE 100, and SSE 50 as our samples, we reveal that contrarian strategies are proper for either continuous falling prices or bearish candlesticks shown. We argue that the results revealed might benefit for investors in trading stocks.
關鍵字Market efficiency;Continuous rising prices;Candlestick trading
語言英文
ISSN
期刊性質國外
收錄於SCI;
產學合作
通訊作者
審稿制度
國別美國
公開徵稿
出版型式,電子版
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