教師資料查詢 | 類別: 期刊論文 | 教師: 戴敏育 Min-Yuh Day (瀏覽個人網頁)

標題:Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns
學年107
學期2
出版(發表)日期2019/07/01
作品名稱Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns
作品名稱(其他語言)
著者Min-Yuh Day; Paoyu Huang; Yensen Ni
單位
出版者
著錄名稱、卷期、頁數Physica A: Statistical Mechanics and its Applications, 525, pp. 349-372
摘要The sentiments of market participants may be aroused when a sharp rise (fall) in oil prices is emitted. In this study, we take the trading signal emitted by the technical indicator into account accompanied with the sharp rise (fall) in oil prices into account in trading stocks. We explore whether investors will profit by trading stocks when a sharp rise (fall) in oil prices and technical trading signal are emitted together. Owing to big data concerns in employing the constituent stocks of DJ 30, FTSE 100, and SSE 50 as our samples, investors can beat the market in trading stocks. The sharp fall in oil prices, such as over 5%, and the oversold technical trading signals by the SOI occurring together can lead to better performance than trading stocks and the sharp movement in oil prices emitted only. Results revealed are for trading the constituent stocks of DJ 30, FTSE 100, and SSE 50 without exception after taking big data into account.
關鍵字Technical indicators;Investors' sentiments;Constituent stocks;Trading performance;Market efficiency
語言英文(美國)
ISSN0378-4371
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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