Do variable length moving average trading rules matter during a financial crisis period?
學年 100
學期 2
出版（發表）日期 2012-05-04
作品名稱 Do variable length moving average trading rules matter during a financial crisis period?
作品名稱（其他語言）
著者 Yen-Sen Ni; Jen-Tsai Lee; Yi-Ching Liao
單位
出版者
著錄名稱、卷期、頁數 Applied Economics Letters 20(2), p.135-141
摘要 When 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.
關鍵字 financial crisis;variable length MA;stock markets;BRICs
語言 en
ISSN 1350-4851; 1466-4291
期刊性質 國外
收錄於 SSCI
產學合作
通訊作者 Jen-Tsai Lee
審稿制度 否
國別 GBR
公開徵稿
出版型式 ,電子版,紙本
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/113718 )