期刊論文
| 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 | en |
| ISSN | |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 是 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/113679 ) |