Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 庄太量教授 (经济学系) |
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Scopushttp://aims.cuhk.edu.hk/converis/portal/Publication/0Scopus source URL
其它资讯
摘要In the literature, there is a lack of empirical studies documenting the profitability of volume-based technical indicators. This paper evaluates the profitability of the On-Balance Volume (OBV) trading rule. Our result shows that the OBV trading rule is increasingly profitable and rewards investors with notable returns in the stock markets of Greater China.
着者Tsang W.W.H., Chong T.T.L.
期刊名称Economics Bulletin
出版年份2http://aims.cuhk.edu.hk/converis/portal/Publication/0http://aims.cuhk.edu.hk/converis/portal/Publication/09
月份12
日期1
卷号29
期次3
出版社Economics Bulletin
出版地United States
页次2424 - 2431
国际标準期刊号1545-2921
语言英式英语
