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    题名: Can One-day Candlestick Patterns be Profitable on the 30 Component Stocks of the DJIA?
    作者: 許永明
    Lu, Tsung-Hsun;許永明
    贡献者: 風管系
    日期: 2015-12
    上传时间: 2016-07-07 15:42:45 (UTC+8)
    摘要: We set out in this study to conduct a comprehensive analysis of the profitability of every possible 1-day candlestick pattern using data on the 30 component stocks of the Dow Jones Industrial Average index. Our study involves a very lengthy sample period running from January 1974 to December 2009, with the results revealing a noticeable increase in the predictive power of 1-day candlestick patterns from 1992 onwards. Our evidence shows that several of the patterns may well prove to be profitable for the Dow Jones Industrial Average stocks. The robustness of our results is subsequently confirmed based upon a bootstrap analysis.
    關聯: Applied Economics, 48-35, 3345-3354
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1080/00036846.2015.1137553
    DOI: 10.1080/00036846.2015.1137553
    显示于类别:[風險管理與保險學系] 期刊論文

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