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政大機構典藏 > 商學院 > 風險管理與保險學系 > 期刊論文 > Item 140.119/61660

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/61660

Title:	Profitable Candlestick Trading Strategies-The Evidence from a New Perspective
Authors:	許永明 Lu, Tsung-Hsun;Shiu, Yung-Ming;Liu, Tsung-Chi
Contributors:	風管系
Keywords:	Technical analysis;Candlestick reversal patterns;Bootstrapping
Date:	2012.04
Issue Date:	2013-11-12 17:53:23 (UTC+8)
Abstract:	This paper aims to investigate the profitability of two-day candlestick patterns by buying on bullish (bearish) patterns and holding until bearish (bullish) patterns occur. Our data set includes daily opening, high, low, and closing prices of component stocks in the Taiwan Top 50 Tracker Fund for the period from 29 October 2002 through 31 December 2008. We examine three bullish reversal patterns and three bearish reversal patterns. We find that three bullish reversal patterns are profitable in the Taiwan stock market. For robustness checks, we evaluate the applicability of our results to diverse market conditions, conduct an out-of-sample test and employ a bootstrap methodology.
Relation:	Review of Financial Economics, 21(2) , 63-68
Data Type:	article
DOI 連結:	http://dx.doi.org/http://dx.doi.org/10.1016/j.rfe.2012.02.001
DOI:	10.1016/j.rfe.2012.02.001
Appears in Collections:	[風險管理與保險學系] 期刊論文

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