| 移动平均线交易规则检验 |
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| 引用本文： | 林玲,曾勇,唐小我.移动平均线交易规则检验[J].电子科技大学学报(社会科学版),2000(6). |
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| 作者姓名： | 林玲 曾勇 唐小我 |
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| 作者单位： | 电子科技大学管理学院!成都610054 |
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| 基金项目： | 国家杰出青年科学基金!73725005 |
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| 摘 要： | 采用移动平均线的技术分析方法进行了可预测性研究。经验结果表明,股票收益率是可以预测的。采用移动平均线交易策略可以获得比买入-持有策略较高的平均收益率,为我国股票市场的弱式有效性提供了重要理论参考。
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| 关 键 词： | 市场有效性 可预测性 技术分析:移动平均 |
Test of Trading Rule of Moving Average |
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| Lin Ling,Zeng Yong,Tang Xiaowo.Test of Trading Rule of Moving Average[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2000(6). |
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| Authors: | Lin Ling Zeng Yong Tang Xiaowo |
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| Abstract: | This paper uses the moving average trading rule of the technical analysis method to do predictability research. The empirical evidence shows that the technical rules have predictive power, because adopting the moving average trading strategy can produce higher average return than using buyholding strategy. The results prove theoretically that China's stock market is weak form efficient. |
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| Keywords: | efficient markets: predictability of stock returns technical analysis: moving avera |
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