期刊論文
| 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; Yensen Ni; Paoyu Huang |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Physica A: Statistical Mechanics and its Applications 525, p.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 | en_US |
| ISSN | 0378-4371 |
| 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/987654321/116211 ) |