期刊論文
| 學年 | 107 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2019-04-01 |
| 作品名稱 | Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules? |
| 作品名稱（其他語言） | |
| 著者 | Ni, Yensen;Day, Min-Yuh;Huang, Paoyu |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Pacific Business Review International 11(10), p.7-17 |
| 摘要 | Pacific Business Review International: Apart from the moving average (MA) trading rule that is widely applied by market participants, technical analysis indicators, such as relative strength indicator (RSI) and stochastic oscillator indicator (SOI), are used in trading stocks. In this study, we investigate whether data frequency yields different results for trading signals triggered by RSI, SOI, and MA. We reveal that the use of weekly data rather than daily data improves performance regardless of the utilized RSI, SOI, and MA technical trading rules. This result indicates that data frequency is important for technical analysis. The use of long positions is preferred when overshooting signals triggered by RSI and SOI and trading signals, including golden and death crosses based on MA. |
| 關鍵字 | Data Frequency;Overreaction;Investment Strategies;Technical Analysis;Trading Signals |
| 語言 | en |
| ISSN | 0974-438X |
| 期刊性質 | 國外 |
| 收錄於 | ESCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 是 |
| 國別 | IND |
| 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/987654321/116774 ) |