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政大典藏 > College of Commerce > Department of Risk Management and Insurance > Periodical Articles > Item 140.119/66916

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/66916

Title:	Tests for Two-day Candlestick Patterns in the Emerging Equity Market of Taiwan
Authors:	許永明 Lu, Tsung-Hsun;Shiu, Yung-Ming
Contributors:	風管系
Keywords:	candlesticks;technical analysis;two-day patterns
Date:	2012-01
Issue Date:	2014-06-25 16:12:41 (UTC+8)
Abstract:	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.
Relation:	Emerging Markets and Finance and Trade, 48(1), 41-57
Data Type:	article
DOI link:	http://dx.doi.org/10.2753/REE1540-496X4801S104
DOI:	10.2753/REE1540-496X4801S104
Appears in Collections:	[Department of Risk Management and Insurance] Periodical Articles

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