The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
The Moving Average is the most frequently used indicator of Chinese investors of the stock market. This paper applies the dual Moving Average models to test the effectiveness of technical trading in stock market in China. The study is based on Shanghai composite Index (SZZS) over the period of January 1997 to December 2009. The results show that the dual MAs do not possess widespread ability to profitably...
The paper takes the data of manufacturing in Shenzhen stock exchange in 2007 as the research sample, adopts the qualitative analysis and statistical analysis to choose the Bayesian network's indexes, and then constructs the Bayesian network method of the relation between financial indexes and cumulative abnormal return. Securities investors can use the model to speculate the probability of cumulative...
In this paper, we investigate predicting the Stock Exchange of Thailand Index movement. Currently, there are two stock markets in Thailand; the Stock Exchange of Thailand (SET) and the Market for Alternative Investment (MAI). This paper focuses on the movement of the Stock Exchange of Thailand Index (SET Index). The back propagation neural network (BPNN) technology was employed in forecasting the...
Financial risk has evolved from simple variability of returns in stock trading activities toward interconnected uncertainty factors in our economic systems. In this context, building global portfolios provides a natural mechanism to manage diversified risk between asset classes. This paper proposes a novel framework for the asset selection and allocation under global diversification principles using...
The paper contributes to the literature in two ways. For academics, we present original discussions on combining an interdisciplinary mean variance model and a goal programming method. For practitioners, we present an original discussion on using a DSS to support index investing. The results of an empirical survey of the Taiwan stock market are also presented.
As showed in the empirical study, liquidity of China has obvious structural characteristics, which is reflected by excess liquidity in virtual economy along with deficient liquidity in real economy, as well as coexistence of asset bubbles and insufficient domestic demand. Under the circumstance of irrational expectancy, virtual economy has pump-priming effect with coexistence of prosperity and depression...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.