Stock prices tehnical analysis

被引：0

作者：

Arneric, Josip ^{[1
]}

Jurun, Elza ^{[1
]}

Pivac, Snjezana ^{[1
]}

机构：

[1] Univ Split, Fac Econ, Split 21000, Croatia

来源：

SOR'07: PROCEEDINGS OF THE 9TH INTERNATIONAL SYMPOSIUM ON OPERATIONAL RESEARCH IN SLOVENIA | 2007年

关键词：

average trading prices; technical analysis; exponential weighted moving average method; rolling standard deviation; Bollinger's range; bull and bear signals;

D O I：

暂无

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

This paper establishes technical analysis of stock prices based on average trading prices. Analysis procedure begins with defining average prices on daily basis which are involved in stock market investment decisions for the first time in financial theory as well as in practice. Namely, all theoretical statements are confirmed by movements of Podravka stocks, as component of CROBEX index on Zagreb Stock Exchange. Using exponential smoothing methodology difference between short-term and long-term investment strategy is defined according to bull and bear signals.

引用

页码：397 / 402

页数：6

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