政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/35161
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 111283/142199 (78%)
Visitors : 48171217      Online Users : 755
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/35161


    Title: 波浪理論在台灣股市的應用性探討
    Applying Wave Principle to Taiwan Stock Market
    Authors: 徐駿豪
    Contributors: 郭維裕
    徐駿豪
    Keywords: 波浪理論
    台灣加權股價指數
    費波南西
    艾略特
    道氏理論
    Wave Principle
    Taiwan Weighted Stock Index
    Fibonacci
    Elliot
    Dow Theory
    Date: 2006
    Issue Date: 2009-09-18 14:18:51 (UTC+8)
    Abstract: 波浪理論是由 Nalph Nelson Elliott在1938年所發表的價格趨勢分析工具,它也是近年來技術分析界運用相當廣泛的一種工具。艾略特認為:「不管是股票或是任何商品價格的波動,都與大自然潮汐一樣,具有一種相當程度的規律性。」。其實這個原理和產業周期循環也很接近,運用於越多人參與的市場會越準確,因為人性也是一種大自然的現象。
    台灣加權股價指數是以民國55年為基期100來編製,本文雖由民國55年談起,但由於資料繁多,故集中採用民國76年1月至民國95年12月的二十年資料做為資料收集期間,以艾略特波浪理論的原則找出在台灣股市的應用規則,進而推演出未來的走勢。
    Wave Principle is a trend analysis method that was developed by Nalph Elliott in 1938. Today, the principle is one of the most widely adopted methods for technical analysis in finance. Elliott discovered that the ever-changing path of stock market prices reveals a structural design that in turn reflects a basic harmony found in nature. In fact this principle is also similar to industry cycle. When this principle is utilized in a market, especially when a lot of people participate in this market, the principle will be rather accurate, because humanity is also a natural phenomenon.
    The Taiwan Weighted Stock Index was at 100 in 1966, the base period. Although the discussion in this paper starts from 1966, due to the abundance of the data, I decide to focus my research on the recent twenty years. The purpose of this study is to identify the usability of Eilliott’s Wave Principle by applying it in Taiwan’s stock market and to figure out the trend for the future.
    Reference: 中文部分:
    1.鄧福鈞,「波浪理論針對台股走勢之實證與預測」,台灣大學商學研究所碩士論文,民國八十九年。
    2.林清和,「艾略特波浪理論應用系統」,台灣科技大學電子工程技術研究所碩士論文,民國八十六年。
    3.樊冬心,「股票投資決策之研究」,中華大學工業研究所,民國八十四年。
    4.喀什蘭若,「艾略特波浪理論」百年的投資智慧-神奇的價格預測,經史子集出版社,民國八十九年六月。
    5.周英,「波浪洩天機」,鑫報證券投資顧問股份有限公司,民國八十八年初版。
    6. 許沂光,「波浪理論與四度空間」-金融分析法導論,明報出版社有限公司,民國八十四年四月初版。
    7. 白輔台,「波浪理論實戰篇」技術分析指引,小報文化有限公司,民國八十二年三月初版。
    8. 譯者張嚶嚶、蕭長榮,原著A.J. Frost、Robert R. Prechter, Jr.,「艾略特波浪理論」-擴大預言1990年代股市行情,眾文圖書股份有限公司,民國八十年十二月初版。
    9. 詹豐隆編譯,「甘氏角與波浪理論」,書泉出版社,民國八十年六月初版。
    10.江瑞凱著,「波浪理論解析」-以台灣股市為例,眾文圖書股份有限公司,民國八十年四月初版。
    11. 容樹堅、蔡惠英著,「進入全新的走勢境界」介紹波浪理論與動量分析,寰宇出版股份有限公司,民國七十七年五月初版。
    英文部分:
    1.Robert R. Prechter, Jr., “THE MAJOR WORKS OF R.N. ELLIOTT,” New Classic Library, 1990.
    2.Frost and Prechter, “ ELLIOTT WAVE PRINCIPLE-Key to Stock Market Profits,” New Classic Library, 1990.
    3.Elliott Wave International, “The Basics of the Elliott Wave Principle,” (http://www.elliottwave.com/)
    Description: 碩士
    國立政治大學
    國際經營與貿易研究所
    92932119
    95
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0929321191
    Data Type: thesis
    Appears in Collections:[Department of International Business] Theses

    Files in This Item:

    File Description SizeFormat
    32119101.pdf14KbAdobe PDF21006View/Open
    32119102.pdf15KbAdobe PDF2961View/Open
    32119103.pdf17KbAdobe PDF21172View/Open
    32119104.pdf16KbAdobe PDF2797View/Open
    32119105.pdf28KbAdobe PDF21032View/Open
    32119106.pdf50KbAdobe PDF23112View/Open
    32119107.pdf29KbAdobe PDF23004View/Open
    32119108.pdf18KbAdobe PDF21113View/Open
    32119109.pdf15KbAdobe PDF2878View/Open
    32119110.pdf20KbAdobe PDF21620View/Open
    32119111.pdf227KbAdobe PDF2892View/Open
    32119112.pdf70KbAdobe PDF2869View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback