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Is Technical Analysis Useful For Stock Traders In China? Evidence From The Szse Component A‐Share Index

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  • Kong‐Jun Chen
  • Xiao‐Ming Li

Abstract

. This paper uses daily stock prices and the trading volume of 39 constituent companies in the SZSE Component A‐Share Index on the Shenzhen Stock Exchange to examine the usefulness of technical analysis. It finds very weak evidence to support the view that traders and/or technical analysts can learn more about the future pattern of returns by actively using volume in conjunction with returns than those who only watch price movements.

Suggested Citation

  • Kong‐Jun Chen & Xiao‐Ming Li, 2006. "Is Technical Analysis Useful For Stock Traders In China? Evidence From The Szse Component A‐Share Index," Pacific Economic Review, Wiley Blackwell, vol. 11(4), pages 477-488, December.
  • Handle: RePEc:bla:pacecr:v:11:y:2006:i:4:p:477-488
    DOI: 10.1111/j.1468-0106.2006.00329.x
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    Cited by:

    1. Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
    2. Keith S. K. Lam & Liang Dong & Bo Yu, 2019. "Value Premium and Technical Analysis: Evidence from the China Stock Market," Economies, MDPI, Open Access Journal, vol. 7(3), pages 1-1, September.

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