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單根K線的預測能力，The Predictive Power of Single-Line Patterns of Candlestick Charting
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Chapter 1 Introduction
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1.1 Motivation
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1.2 Purpose
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1.3 Main Contributions
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1.4 Research Framework
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Chapter 2 Literature Review
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2.1 Technical Analysis
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2.2 Candlestick Charting
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Chapter 3 Theory and Methodology
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3.1 Related Theories
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3.1.1 Principle of Supply and Demand
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3.1.2 Principle of Behavioral Finance
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3.2 Related Methodologies
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3.2.1. Skewness Adjusted t-statistic
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3.2.2. Out-of-Sample Test
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3.2.3. Bootstrap Methodology
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Chapter 4 Data and Research Design
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4.1 Data
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4.2 Research Design
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4.2.1 Categorizing Patterns
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4.2.2 Identifying Trends
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4.2.3 Calculating Profits
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4.3 Treatment of Transaction Costs and Risk
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Chapter 5 Empirical Results
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5.1 In-Sample Results
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5.2 Bootstrap Results
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5.3 Out-of-Sample Results
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5.4 Sensitivity Analysis
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- Chapter 6 Conclusion
- References
- Appendix: The 151 Sampling Stocks
- 出版地 ： 臺灣
- 語言 ： 英文
- DOI ： 10.978.98693435/03
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