【摘要】 技术分析方法是否有效一直是金融领域中一个富有争议性的重要议题.本文选取各国具有代表性的综合指数和中国市场的权重个股进行实证研究,采用技术分析中应用最广泛的移动平均线方法来对某些交易日股票价格走势进行预测,并通过计算相应的预测准确率来讨论该技术分析方法的有效性,同时也进一步对影响预测准确率的因素加以分析,给出了主要影响因素.更多还原

【Abstract】 Representative composite indexes in different countries and different shares in the Chinese stock market are studied.Forecasting stocks prices for certain trading days by moving average is done,validity of technical analysis was judged by calculating accuracy of corresponding estimates.Crucial factors affecting prediction accuracy were investigated.更多还原