台股漲升趨勢起始判定之實證分析;The Empirical analysis of Identifying the Starting point of the Rising Trend of Taiwan′s stock

NCUIR > School of Management at National Central University > Executive Master of Finance Management > Electronic Thesis & Dissertation > Item 987654321/77278

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/77278

Title:	台股漲升趨勢起始判定之實證分析;The Empirical analysis of Identifying the Starting point of the Rising Trend of Taiwan′s stock
Authors:	王克修;Wang, Ko-Hsiu
Contributors:	財務金融學系在職專班
Keywords:	技術分析;移動平均線轉折點
Date:	2018-07-27
Issue Date:	2018-08-31 14:29:41 (UTC+8)
Publisher:	國立中央大學
Abstract:	本研究主要目的是在驗證是否可以利用道氏理論與移動平均線等技術分析方法，找出台股漲升趨勢開始的買進時點。研究樣本為台灣交易所的中型100指數成分股，研究期間為 2006 年1月1日~ 2016 年12月31日。研究結果顯示透過移動平均線篩選出來的交易時點，其投資報酬率略高於所有買進持有的平均報酬率，並且從累積超額報酬趨勢圖發現，本研究之判定方法是可以篩選出由空轉多的股價反轉型態。;The main purpose of this study is to verify whether it is possible to use technical analysis methods such as Dow Theory and moving averages to find out the buying point at which Taiwan stocks start to rise. The study sample is the Taiwan Mid-Cap 100 Index constituent stock of Taiwan Exchange. The study period is from January 1, 2006 to December 31, 2016. The results of the study show that the return on investment of the trading time points filtered out through the moving average is slightly higher than the average return on all holdings. And from the cumulative excess returns trend chart, we find that the method of determination in this study can identify reversal patterns of downward trend of stocks.
Appears in Collections:	[Executive Master of Finance Management] Electronic Thesis & Dissertation

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