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Is South Korea's stock market efficient? : a note

Rahman, Abdul H.; Saadi, Samir - In: Applied economics letters 14 (2007) 1/3, pp. 71-74

Persistent link: https://www.econbiz.de/10003448358

Forecasting daily stock volatility using GARCH model : a comparison between BSE and SSE

Tripathy, Sasikanta; Rahman, Abdul - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 71-83

Persistent link: https://www.econbiz.de/10010202516

Predicting movement of stock of "Y" using Sutte Indicator

Ahmar, Ansari Saleh; Rahman, Abdul; Arifin, Andi Nurani … - In: Cogent economics & finance 5 (2017) 1, pp. 1-7

The aim of this study is to apply technical analysis Sutte Indicator at stock market that will assist in the decision-making process in investment to buy or sell stocks. This study took data from Stock of “Y” which listed in the NasdaqGS from the period 18 May 2012 to 30 August 2016. The...

Persistent link: https://www.econbiz.de/10011882533

Investing bond funds in bear stock markets

Ni, Yensen; Huang, Paoyu; Shyong, Chwen-tzy - In: Investment management and financial innovations 11 (2014) 1, pp. 34-43

Persistent link: https://www.econbiz.de/10010392576

Convertible bonds issued in the bear market period : evidence from Taiwan

Ni, Yensen; Huang, Paoyu - In: Applied economics 47 (2015) 40/42, pp. 4501-4510

Persistent link: https://www.econbiz.de/10011295330

Can investors profit by utilizing technical trading strategies? : evidence from the Korean and Chinese stock markets

Ni, Yensen; Day, Min-Yuh; Cheng, Yirung; Huang, Paoyu - In: Financial innovation : FIN 8 (2022), pp. 1-21

The idea of this study is derived from observing the profitability of stock investments following the phenomena of continuously rising (or falling) prices of stocks and continuously overbought (or oversold) signals emitted by technical indicators. We employ the standard event study approach and...

Persistent link: https://www.econbiz.de/10013272636

Investing strategies as a sharp movement in exchange rates occurred : evidence for the constituent stocks of SSE 50 and TW 50

Day, Min-Yuh; Wu, Manhwa; Huang, Paoyu; Ni, Yensen - In: The journal of investing 27 (2018) 4, pp. 58-68

Persistent link: https://www.econbiz.de/10012241826

MA trading rules, herding behaviors, and stock market overreaction

Ni, Yensen; Liao, Yi-Ching; Huang, Paoyu - In: International review of economics & finance : IREF 39 (2015), pp. 253-265

Persistent link: https://www.econbiz.de/10011572446

Momentum in the Chinese stock market : evidence from stochastic oscillator indicators

Ni, Yensen; Liao, Yi-Ching; Huang, Paoyu - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 99-110

Persistent link: https://www.econbiz.de/10011603395

How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877

Persistent link: https://www.econbiz.de/10011912398