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Applied Financial Economics Volume 16, 2006 - Issue 10
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Original Articles

Technical trading strategies and cross-national information linkage: the case of Taiwan stock market

Yung-Ho Chang Department of Finance, Tunghai University, 181, Section 3, Taichung-kan Road, Taichung, TaiwanCorrespondence[email protected]
,
Massoud Metghalchi School of Business, University of Houston-Victoria, Houston, Texas, USA
&
Chia-Chung Chan Department of Finance, Tunghai University, 181, Section 3, Taichung-kan Road, Taichung, Taiwan
Pages 731-743 | Published online: 15 Aug 2006

Citations (17)

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Read on this site (3)

Massoud Metghalchi, Massomeh Hajilee & Linda A. Hayes. (2019) Return Predictability and Market Efficiency: Evidence from the Bulgarian Stock Market. Eastern European Economics 57:3, pages 251-268.
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Yen-Sen Ni, Jen-Tsai Lee & Yi-Ching Liao. (2013) Do variable length moving average trading rules matter during a financial crisis period?. Applied Economics Letters 20:2, pages 135-141.
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Stephan Schulmeister. (2008) Components of the profitability of technical currency trading. Applied Financial Economics 18:11, pages 917-930.
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Articles from other publishers (14)

Chien-Liang Chiu, Yensen Ni, Hung-Ching Hu, Min-Yuh Day & Yuhsin Chen. (2023) Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies. Applied Sciences 13:23, pages 12805.
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Yuhsin Chen, Paoyu Huang, Min-Yuh Day, Yensen Ni & Mei-Chu Liang. (2023) Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. PLOS ONE 18:5, pages e0284918.
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Massoud Metghalchi, Nazif Durmaz, Peggy Cloninger & Kamvar Farahbod. (2021) Trading rules and excess returns: evidence from Turkey. International Journal of Islamic and Middle Eastern Finance and Management 14:4, pages 713-731.
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Salma Khand, Vivake Anand & Mohammad Nadeem Qureshi. (2020) The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market. Review of Pacific Basin Financial Markets and Policies 23:01, pages 2050001.
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Massoud Metghalchi, Linda A. Hayes & Farhang Niroomand. (2019) A technical approach to equity investing in emerging markets. Review of Financial Economics 37:3, pages 389-403.
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Yung-Ho Chang, Chia-Ching Jong & Sin-Chong Wang. (2017) Size, trading volume, and the profitability of technical trading. International Journal of Managerial Finance 13:4, pages 475-494.
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Andrei Shynkevich. (2017) Two Tales of Return Predictability: The Case of Asia-Pacific Equity Markets. Journal of Forecasting 36:3, pages 257-272.
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CHANDRAPPA PAVANKUMAR & TRIVENI P. (2017) A STUDY ON THE RELEVANCE OF TECHNICAL ANALYSIS IN DETECTING TRADING SIGNALS IN INDIAN EQUITY MARKETS. i-manager’s Journal on Management 12:2, pages 61.
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Massoud Metghalchi, Chien-Ping Chen & Linda A. Hayes. (2015) History of share prices and market efficiency of the Madrid general stock index. International Review of Financial Analysis 40, pages 178-184.
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Yung-Ho Chang, Chia-Chung Chan & Ya-Chun Chiang. (2014) Volume Information and the Profitability of Technical Trading. Asia-Pacific Journal of Financial Studies 43:2, pages 249-272.
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Thorben Lubnau & Neda Todorova. (2014) Technical trading revisited: evidence from the Asian stock markets. Corporate Ownership and Control 11:2, pages 511-532.
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Stephan Schulmeister. (2009) Profitability of technical stock trading: Has it moved from daily to intraday data?. Review of Financial Economics 18:4, pages 190-201.
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Stephan Schulmeister. (2007) The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data. SSRN Electronic Journal.
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Stephan Schulmeister. (2007) The Interaction between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics. SSRN Electronic Journal.
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