MA trading rules, herding behaviors, and stock market overreaction

Y Ni, YC Liao, P Huang - International Review of Economics & Finance, 2015 - Elsevier
We determine whether investors profit from employing moving average trading rules that
consider either “wide” or “in-depth” concerns. Our remarkable findings are as follows: First …

Visualizing profitability: A heatmap approach to evaluate Bitcoin futures trading using VMA trading rules

MY Day, Y Ni, C Hsu, P Huang - Heliyon, 2023 - cell.com
Given that technical trading charts are publicly available on popular financial websites such
as Bloomberg and MarketWatch, it stands to reason that the same technical trading …

Do investment strategies matter for trading global clean energy and global energy ETFs?

MY Day, Y Ni, C Hsu, P Huang - Energies, 2022 - mdpi.com
Based on technological innovation and climate change, clean energy has been paid
increasing attention to by worldwide investors, thereby increasing their interest in investing …

The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50

Y Ni, MY Day, P Huang, SR Yu - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
We employ the constituent stocks of Taiwan 50 as our sample and explore if investors can
beat the market by trading them as trading signals emitted by Bollinger Bands (BBs). Results …

Backlash agent: A trading strategy based on directional change

A Bakhach, E Tsang, WL Ng… - 2016 IEEE symposium …, 2016 - ieeexplore.ieee.org
Directional Change (DC) is a technique to summarize price movements in a financial
market. According to the DC concept, data is sampled only when the magnitude of price …

Board structure and stock price informativeness in terms of moving average rules

P Huang, Y Ni - The Quarterly Review of Economics and Finance, 2017 - Elsevier
According to the moving average (MA) trading rules, investors are likely to buy stocks after
the golden cross occurs and sell stocks when the dead cross appears. Proxies for stock …

Can Investors Profit from Utilizing Technical Trading Rules During the COVID-19 Pandemic?

MY Day, P Huang, Y Cheng, Y Ni - International Journal of …, 2023 - World Scientific
In the past, it was believed that investors may generate abnormal returns (AR) for trading
stocks by employing technical trading rules. However, since the COVID-19 pandemic broke …

Forecasting Japanese inflation with a news-based leading indicator of economic activities

K Goshima, H Ishijima, M Shintani… - Studies in Nonlinear …, 2021 - degruyter.com
We construct business cycle indexes based on the daily Japanese newspaper articles and
estimate the Phillips curve model to forecast inflation at a daily frequency. We find that the …

Size, trading volume, and the profitability of technical trading

YH Chang, CC Jong, SC Wang - International Journal of Managerial …, 2017 - emerald.com
Purpose The purpose of this paper is to evaluate the profitability of technical trading relative
to buy-and-hold (BH) strategy at firm level, controlling for firm size and trading volume …

[PDF][PDF] The profitability of technical trading for hotel stocks under COVID-19 pandemic

Y Liao, MY Day, Y Cheng, P Huang, Y Ni - Journal of Computers, 2021 - csroc.org.tw
In the real world, investors believe that they can receive more returns for trading stocks by
utilizing technical analysis. However, due to the seriously worldwide breakout of COVID-19 …