Investing Strategies as Stochastic Oscillator Indicators Staying in Overreaction Zones for Consecutive Days with Big Data Concerns
學年 108
學期 2
出版（發表）日期 2020-02-01
作品名稱 Investing Strategies as Stochastic Oscillator Indicators Staying in Overreaction Zones for Consecutive Days with Big Data Concerns
作品名稱（其他語言）
著者 Yensen Ni; Paoyu Huang; Yaochia Ku; Yiching Liao; Min-Yuh Day
單位
出版者
著錄名稱、卷期、頁數 Journal of Computers 31(1), p.1-17
摘要 Stock price overreaction seems always regarded as an essential issue in recent decades. Due to big data concerns, this study explores whether investors can make profits by trading the constituent stocks of DJ30, FTSE100, and SSE50 as stochastic oscillator indicator (SOI) staying in diverse overreaction zones including overbought and oversold, stricter overbought and oversold, and extreme overbought and oversold zones for consecutive days. Although we argue that the SOI staying in overreaction zones for consecutive days is often appeared in the real world, this issue, to our knowledge, seems unexplored in the existing literature. Results show that momentum strategies are appropriate for holding these stocks in the long run as the SOI staying in overbought zones, whereas contrarian strategies are proper for holding these stocks in the short run as the SOI staying in oversold zones. These revealed results may be beneficial for investors to trade these stocks as the SOI staying in overreaction zones for consecutive days.
關鍵字 investing strategies;overreaction zones;stochastic oscillator indicator
語言 en
ISSN 1991-1599
期刊性質 國內
收錄於 EI
產學合作
通訊作者
審稿制度 是
國別 TWN
公開徵稿
出版型式 ,電子版
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/115654 )