技术分析在中国股票市场的有效性

《技术分析在中国股票市场的有效性》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、硕士学位论文技术分析在中国股票市场的有效性TheEffectivenessofTechnicalAnalysisoftheStockMarketinChina作者：耿润杰导师：刘俊教授上海交通大学上海高级金融学院二○一X年五月万方数据TheEffectivenessofTechnicalAnalysisoftheStockMarketinChinaByRogerGengUndertheSupervisionofProfessorJunLiuSubmittedinPartialFulfillmentoft

2、heRequirementsFortheDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2011万方数据万方数据万方数据ContentsAbstract(English).............................................................................................iAbstract(Chin

3、ese)...........................................................................................iiIntroduction......................................................................................................11.Background..............................

4、.....................................................................21.1GeneralIntroductionofTechnicalAnalysis............................................31.2TechnicalAnalysisandFundamentalAnalysis.......................................71.3TechnicalAnal

5、ysisunderEfficient-MarketHypothesis........................102.ReviewofLiterature................................................................................152.1PapersIndicatingTAisInformative......................................................152

6、.2PapersIndicatingTAisNon-Informative..............................................173.EmpiricalTestofTechnicalPatterns.................................................183.1TheDataSmoothingMethodology......................................................

7、.183.2PatternRecognitionProcedure..............................................................254.ResultsSummary......................................................................................324.1DataSelection.....................................

8、...................................................324.2DescriptiveStatisticsofPatterns...........................................................324.3GoodnessofFitTest......................................................