教師資料查詢 | 類別: 期刊論文 | 教師: 廖怡晴 LIAO, YI-CHING (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2
出版(發表)日期2013/02/01
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Yen-Sen Ni; Jen-Tsai Lee; Yi-Ching Liao
單位
出版者
著錄名稱、卷期、頁數Applied Economics Letters 20(2), p.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
語言英文
ISSN1350-4851
期刊性質國外
收錄於SSCI;
產學合作
通訊作者Jen-Tsai Lee
審稿制度
國別英國
公開徵稿
出版型式,電子版,紙本
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