| Abstract | 第5-6页 |
| 摘要 | 第7-8页 |
| Summary of the research | 第8-25页 |
| Chapter 1:Introduction | 第25-37页 |
| 1.1 Introduction to Vietnam stock market | 第25-27页 |
| 1.2 Introduction to Technical Analysis | 第27-29页 |
| 1.3 Motivation | 第29页 |
| 1.4 The implication of this research | 第29-35页 |
| 1.5 Applications and contributions of this research | 第35-36页 |
| 1.5.1 Applications of this research | 第35页 |
| 1.5.2 Contributions of this research to literature | 第35-36页 |
| 1.6 Organization o f the thesis | 第36-37页 |
| Chapter 2:Literature review | 第37-72页 |
| 2.1 Early studies on technical analysis | 第37-38页 |
| 2.2 Modern studies on technical analysis | 第38-64页 |
| 2.2.1 Standard Studies | 第38-41页 |
| 2.2.2 Model-based Bootstrap Studies | 第41-46页 |
| 2.2.3 Genetic Programming Studies | 第46-51页 |
| 2.2.4 Reality Check Studies | 第51-56页 |
| 2.2.5 Chart Pattern Studies | 第56-59页 |
| 2.2.6 Nonlinear Studies | 第59-61页 |
| 2.2.7 Other Studies | 第61-63页 |
| 2.2.8 Summary of modern studies | 第63-64页 |
| 2.3 Survey studies on use of technical analysis | 第64-67页 |
| 2.4 Modern studies in testing Moving Average rules,Moving Average Convergence Divergence rules and combination rules on stocks | 第67-72页 |
| Chapter 3:Theoretical Challenges and Supports to Technical Analysis | 第72-95页 |
| 3.1 Theoretical challenges to technical analysis | 第72-76页 |
| 3.1.1 The Martingale Model | 第73-75页 |
| 3.1.2 Random Walk Models | 第75-76页 |
| 3.2 Theoretical supports to technical analysis | 第76-84页 |
| 3.2.1 Noisy Rational Expectations Models | 第76-80页 |
| 3.2.2 Noisy Traders and Feedback Models | 第80-81页 |
| 3.2.3 Other Models | 第81-84页 |
| 3.3 Empirical explainations to technical analysis | 第84-93页 |
| 3.3.1 Central bank intervention | 第84-85页 |
| 3.3.2 Order flow | 第85-87页 |
| 3.3.3 Temporary market inefficiencies | 第87-88页 |
| 3.3.4 Risk premia | 第88-89页 |
| 3.3.5 Market microstructure deficiencies | 第89-90页 |
| 3.3.6 Data snooping | 第90-93页 |
| 3.4 Summary of theorical models and empirical explainations to technical analysis69 | 第93-95页 |
| Chapter 4:Issues in testing technical trading rules | 第95-100页 |
| 4.1 Transaction costs | 第95-96页 |
| 4.2 Possible deviations of the execution price from the signal price | 第96页 |
| 4.3 Distributional assumption in statistical inference | 第96页 |
| 4.4 Testing one or two popular trading system | 第96-97页 |
| 4.5 The riskiness of technical trading rules | 第97页 |
| 4.6 Benchmarks | 第97-98页 |
| 4.7 Results are displayed in terms of an "average" | 第98页 |
| 4.8 Data-snooping | 第98-100页 |
| Chapter 5:Data and Methodology | 第100-105页 |
| 5.1 Data | 第100-101页 |
| 5.2 Technical trading rules | 第101-104页 |
| 5.2.1 Moving Average trading rules | 第101-102页 |
| 5.2.2 Moving Average Convergence Divergence trading rule | 第102-103页 |
| 5.2.3 Combination trading system | 第103-104页 |
| 5.3 Methodology | 第104-105页 |
| Chapter 6:Empirical results and Analysis | 第105-116页 |
| 6.1 Results for moving average convergence divergence | 第105-107页 |
| 6.2 Results for Variable Moving Average (MA) rule | 第107-110页 |
| 6.3 Results for MA-and-MACD-2 compounding trading rule | 第110-111页 |
| 6.4 A comparison among results of the MA(1,22) rule, MACD-2 strategy and their-compound-trading system | 第111-112页 |
| 6.5 Results on new fresh samples | 第112-116页 |
| Chapter 7:Conclusions | 第116-119页 |
| 7.1 Conclusions | 第116-118页 |
| 7.2 Directions for future research | 第118-119页 |
| References | 第119-132页 |
| Publications | 第132页 |
