Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market-Reference-Cited by-同舟云学术

Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market

Published:2012-02-07 Issue:12 Volume:22 Page:955-965
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Chiang Yi-Chein¹,Ke Mei-Chu²,Liao Tung Liang³,Wang Cin-Dian¹

Affiliation:

1. a Department of International Trade , Feng Chia University , 100, WenHwa Rd., Taichung 407 , Taiwan

2. b Department of Industrial Engineering and Management , National Ching-Yi University of Technology , No.57, Sec. 2, Zhongshan Rd., Taiping Dist., Taichung 411 , Taiwan

3. c Department of Finance , Feng Chia University , Taichung , Taiwan

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.631893

Reference19 articles.

1. Value stocks and market efficiency

2. Efficient Capital Markets: A Review of Theory and Empirical Work

3. Filter Rules and Stock-Market Trading

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