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:Investing Strategies as Stochastic Oscillator Indicators Staying in Overreaction Zones for Consecutive Days with Big Data Concerns
學年108
學期1
出版(發表)日期2019/10/30
作品名稱Investing Strategies as Stochastic Oscillator Indicators Staying in Overreaction Zones for Consecutive Days with Big Data Concerns
作品名稱(其他語言)
著者Yensen Ni; Paoyu Huang; Kaochia Ku; Yi-Ching Liao; Min-Yuh Day
單位
出版者
著錄名稱、卷期、頁數Journal of Computer
摘要Stock price overreaction seems always regarded as an essential issue in recent decades. Due to big data concerns, this study explores whether investors can make profits by trading the constituent stocks of DJ30, FTSE100, and SSE50 as stochastic oscillator indicator (SOI) staying in diverse overreaction zones including overbought and oversold, stricter overbought and oversold, and extreme overbought and oversold zones for consecutive days. Although we argue that the SOI staying in overreaction zones for consecutive days is often appeared in the real world, this issue, to our knowledge, seems unexplored in the existing literature. Results show that momentum strategies are appropriate for holding these stocks in the long run as the SOI staying in overbought zones, whereas contrarian strategies are proper for holding these stocks in the short run as the SOI staying in oversold zones. These revealed results may be beneficial for investors to trade these stocks as the SOI staying in overreaction zones for consecutive days.
關鍵字
語言英文
ISSN
期刊性質國內
收錄於EI;
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿
出版型式,電子版
相關連結
Google+ 推薦功能,讓全世界都能看到您的推薦!