關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Do variable length moving average trading rules Matter during a financial crisis period?

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序號 學年期 教師動態
1 101/2 管科系 廖怡晴 助理教授 期刊論文 發佈 Do variable length moving average trading rules Matter during a financial crisis period? , [101-2] :Do variable length moving average trading rules Matter during a financial crisis period?期刊論文Do variable length moving average trading rules Matter during a financial crisis period?Yen-Sen Ni; Jen-Tsai Lee; Yi-Ching Liaofinancial crisis;variable length MA;stock markets;BRICsApplied Economics Letters 20(2), p.135-141When 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.en1350-4851國外SSCI;Jen-Tsai Lee否GBR
2 101/1 管科系 倪衍森 教授 期刊論文 發佈 Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period? , [101-1] :Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period?期刊論文Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period?Ni, Yen-sen; Lee, Jen-tsai; Liao, Yi-ching淡江大學管理科學學系financial crisis;variable length MA;stock markets;BRICs;G10;G14Abingdon: RoutledgeApplied Economics Letters 20(2), pp.135-141When 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.tku_id: 000103490;S
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