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    題名: Tests for Two-day Candlestick Patterns in the Emerging Equity Market of Taiwan
    作者: 許永明
    Lu, Tsung-Hsun;Shiu, Yung-Ming
    貢獻者: 風管系
    關鍵詞: candlesticks;technical analysis;two-day patterns
    日期: 2012-01
    上傳時間: 2014-06-25 16:12:41 (UTC+8)
    摘要: Using the Taiwan 50 Index component stocks for the period from January 2, 2002, to December 31, 2009, this study examines the predictive power of candlestick trading strategies. A four-digit numbers approach is employed to categorize two-day candlestick patterns. We find that the Taiwanese stock market is not efficient. We also document that two candlestick bullish patterns consistently outperform others. The main contributions of this study include addressing a range of two-day candlestick patterns, finding existing patterns not profitable, and showing two new patterns as profitable.
    關聯: Emerging Markets and Finance and Trade, 48(1), 41-57
    資料類型: article
    DOI 連結: http://dx.doi.org/10.2753/REE1540-496X4801S104
    DOI: 10.2753/REE1540-496X4801S104
    顯示於類別:[風險管理與保險學系] 期刊論文

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