Residual Reversal Strategy: Empirical Evidence in the Taiwan Stock Market.
Shyh-Weir TzangChun-Ping ChangYong Zulina ZubairiYung-Shun TsaiPublished in: IMIS (2019)
Keyphrases
- empirical evidence
- stock market
- trading strategies
- short term
- stock price
- stock exchange
- stock trading
- stock index futures
- trading rules
- financial data
- financial news
- financial time series
- stock data
- listed companies
- stock returns
- investment strategies
- financial markets
- garch model
- foreign exchange
- long term
- technical indicators
- portfolio optimization
- chinese stock market
- theoretical analysis