Naslov
Stock Prices Tehnical Analysis

Autori
Arnerić, Josip ; Jurun, Elza ; Pivac, Snježana

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 9th International Symposium on Operational Research (SOR'07) / Zadnik Stirn, Lidija ; Drobne, Samo - Nova Gorica : Slovensko društvo Informatika, Sekcija za operacijske raziskave, 2007, 397-402

ISBN
978-961-6165-25-9

Skup
International Symposium on Operational Research (9 ; 2007)

Mjesto i datum
Nova Gorica, Slovenija, 26.09.2007. - 28.09.2007

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

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

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA