Reference: | 中文部份 林良炤,1997,「KD技術指標應用在台灣股市之實證研究」,國立台灣大學商學研究所碩士論文 施惠萍,1999,「結構性變化的偵測與其在技術分析中的應用」,國立台灣大學經濟研究所碩士論文 洪胤傑,2000,「台灣股票市場個股與產業動量投資策略之實證研究」,國立政治大學企業管理研究所碩士論文 徐合成,1993,「台灣股市股票報酬率與交易量關係之實證研究—GARCH模型之應用」,國立台灣大學財務金融研究所碩士論文 張麗蕙,1989,「台灣股價波動之研究」,國立政治大學國際貿易研究所碩士論文 陳光華,2000,「台灣股市動能生命週期之再探討」,銘傳大學金融研究所碩士論文 陳東明,1991,「台灣股票市場價量關係之實證研究」,國立台灣大學商學研究所碩士論文 陳建全,1998,「台灣股市技術分析之實證研究」,國立台灣大學商學研究所碩士論文 陳淑容,1993,「中、日、港、新四國股市弱式效率市場假說檢定」,淡江大學金融研究所碩士論文 陳惠純,1998,「臺灣店頭市場效率性檢定」,逢甲大學經濟學研究所碩士論文 黃義璋,1980,「股價變動的經濟領先指標分析—ARIMA模型分析」,國立交通大學管理科學研究所碩士論文 葉銀華,1991,「台灣股票市場成交量與股價關係之實證研究—轉換函數模式」,台北市銀行月刊,第二十二卷第十一期,57-70 劉子瑯,1987,「台灣地區貨幣供給與股票價格關係之實證研究」,國立台灣大學商學研究所碩士論文 劉文貴,1998,「台灣股票集中市場加權股價指數、類股指數與電子類個股股價隨機漫步行為之研究」,逢甲大學經濟學研究所碩士論文 劉永欽,1995,「臺灣地區股票市場價量之線性與非線性Granger因果關係之研究」,國立交通大學管理科學研究所碩士論文 蔡尚儒,2000,「台灣店頭市場技術分析的實證研究」,國立中正大學財務金融研究所碩士論文 蔡斌仕,1995,「台灣股市技術分析之實證研究」,國立台灣大學財務金融學研究所碩士論文 錢盡忠,1989,「台灣地區匯率與股票價格關係之研究」,國立政治大學企業管理研究所碩士論文 英文部份 Alexander, S. S., 1961, “Price movements in speculative market: trends or random walks”, The Random Character of Stock Market Prices, 199-218 Alexander, S. S., 1964, “Price movements in speculative market: trends or random walks, No. 2”, The Random Character of Stock Market Prices, 338-372 Bessembinder, H. and K. Chan, 1995, “The profitability of technical trading rules in the Asian stock markets”, Pacific-Basin Finance Journal 3, 257-284 Box, G.E.P. and G.M. Jenkins, 1976, “Time series analysis: forecasting and control”, San Francisco: Holden Day Brock, W., J. Lakonishok, and B. LeBaron, 1992, “Simple technical trading rules and the stochastic properties of stock returns”, Journal of Finance 47, 1731-1764 Cheng, C.-B. and E.S. Lee, 1999, “Nonparametric fuzzy regression—k-NN and kernel smoothing techniques”, Computers and Mathematics with Applications 38, 239-251 Crouch, R.L., 1970, “The volume of transactions and price changes on the New York stock exchange”, Financial Analysis 26, 104-109 Diamond, D.W., and R.E. Verrecchia, 1981, “Information aggregation in a noisy rational expectations economy”, Journal of Financial Economics 9, 221-235 Edwards, Robert, and John Magee, 1992, Technical analysis of stock trends, 6th ed. (John Magee, Boston, Mass) Epps, T.W. and M.L Epps., 1976, “The stochastic dependence of security price changes and transaction volumes: implication for the mixture-of-distributions hypothesis”, Econometrica 44, 305-321 Epps, T.W., 1975, “Security price changes and transaction volumes”, The American Economic Review 65, 586-597 Epps, T.W., 1977, “Security price changes and transaction volumes: some additional evidence”, Journal of Financial and Quantitative Analysis 12, 141-146 Fama, E.F. and M.E. Blume, 1966, “Filter rules and stock-market reading”, Journal of Business 39, 226-241 Fama, E.F. and M.E. Blume, 1970, “Efficient capital market: a review of theory and empirical work”, Journal of Finance 25, 383-417 Fama, E.F. and M.E. Blume, 1991, “Efficient capital market: II”, Journal of Finance 46, 1575-1618 Fawson, C., T.F. Glover, W. Fang, and T. Chang, 1996, ”The week-form efficiency of the Taiwan share market”, Applied Economics Letters 3, 663-667 Grossman, S.J., 1976, “On the efficiency of competitive stock markets where readers have diverse information”, Journal of Finance 31, 573-585 Grossman, S.J., and J.E. Stiglitz, 1980, “On the impossibility of informationally efficient markets”, American Economic Review 70, 393-408 Hardle, W., 1990, “Applied Nonparametric Regression”, Cambridge University Press Lamoureux, C.G. and W.D. Lastrapes, 1990, “Persistence in variance, structural change, and the GARCH model”, Journal Of Business & Economic Statistics 8, 225-335 Lee, K.H. and G.S. Jo, 1999, “Expert system for predicting stock market timing using a candlestick chart”, Expert Systems with Applications 16, 357-364 Lo, A.W., H. Mamaysky, and J. Wang, 2000, “Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation”, Journal of Finance 55, 1705-1765 Lucas, R.E. Jr., 1972, “Expectations and neutrality of the money”, Journal of Economic Theory 4, 103-124 Neely, C., P. Weller, and R. Dittmar, 1997, “Is technical analysis in the foreign exchange market profitable? a genetic programming approach”, Journal of Financial and Quantitative Analysis 32, 405-426 Neftci, S., 1991, “Naive trading rules in financial markets and Weiner-Kolmogorov prediction theory: a study of technical analysis”, Journal of Business 64, 549-571 Smirlock, M. and L. Starks, 1988, “An Empirical Analysis of the Stock Price Volume Relationship”, Journal of Banking and Finance 12, 31-41 Ying, C. C., 1966, “Stock market prices and volumes of sales”, Econometrica 34, 676-685 |