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Registro Completo |
Biblioteca(s): |
Embrapa Suínos e Aves. |
Data corrente: |
18/12/2018 |
Data da última atualização: |
18/12/2018 |
Tipo da produção científica: |
Capítulo em Livro Técnico-Científico |
Autoria: |
MENDONCA, S. J. B. de; BASSI, N. S. S. |
Afiliação: |
SAVIO JOSE BARROS DE MENDONCA, SDI; NADIA SOLANGE SCHMIDT, CNPSA. |
Título: |
O contexto do crescimento econômico sustentável. |
Ano de publicação: |
2018 |
Fonte/Imprenta: |
In. MELLO, L. M. R. de; BASSI, N. S. S.; SANTOS, L. A. dos; GERUM, A. F. A. de A. (Ed.). Trabalho decente e crescimento econômico: contribuições da Embrapa. Brasília, DF: Embrapa, 2018. E-book. (Objetivos de Desenvolvimento Sustentável, 8). cap. 1. |
Idioma: |
Português |
Thesagro: |
Agricultura Sustentável; Crescimento Econômico; Desenvolvimento Sustentável; Impacto Ambiental; Inovação; Pesquisa Pecuária; Qualidade de Vida; Tecnologia. |
Categoria do assunto: |
-- |
URL: |
https://ainfo.cnptia.embrapa.br/digital/bitstream/item/188747/1/final8925.pdf
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Marc: |
LEADER 00855naa a2200217 a 4500 001 2101877 005 2018-12-18 008 2018 bl uuuu u00u1 u #d 100 1 $aMENDONCA, S. J. B. de 245 $aO contexto do crescimento econômico sustentável.$h[electronic resource] 260 $c2018 650 $aAgricultura Sustentável 650 $aCrescimento Econômico 650 $aDesenvolvimento Sustentável 650 $aImpacto Ambiental 650 $aInovação 650 $aPesquisa Pecuária 650 $aQualidade de Vida 650 $aTecnologia 700 1 $aBASSI, N. S. S. 773 $tIn. MELLO, L. M. R. de; BASSI, N. S. S.; SANTOS, L. A. dos; GERUM, A. F. A. de A. (Ed.). Trabalho decente e crescimento econômico: contribuições da Embrapa. Brasília, DF: Embrapa, 2018. E-book. (Objetivos de Desenvolvimento Sustentável, 8). cap. 1.
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Embrapa Suínos e Aves (CNPSA) |
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| Acesso ao texto completo restrito à biblioteca da Embrapa Meio Ambiente. Para informações adicionais entre em contato com cnpma.biblioteca@embrapa.br. |
Registro Completo
Biblioteca(s): |
Embrapa Meio Ambiente. |
Data corrente: |
17/01/2014 |
Data da última atualização: |
04/01/2023 |
Tipo da produção científica: |
Artigo em Periódico Indexado |
Circulação/Nível: |
C - 0 |
Autoria: |
PRADO, H. A. do; FERNEDA, E.; MORAIS, L. C. R.; LUIZ, A. J. B.; MATSURA, E. |
Afiliação: |
HERCULES ANTONIO DO PRADO, UCB; EDILSON FERNEDA, UCB; LUIS CARLOS R. MORAIS, UCB; ALFREDO JOSE BARRETO LUIZ, CNPMA; EDUARDO MATSURA, CORRETORA SOUZA BARROS. |
Título: |
On the effectiveness of candlestick chart analysis for the Brazilian stock market. |
Ano de publicação: |
2013 |
Fonte/Imprenta: |
Procedia Computer Science, Valmiera, v. 22, p. 1136-1145, 2013. |
Idioma: |
Inglês |
Notas: |
Edição de Proceedings of XVII International Conference on Knowledge-Based and Intelligent Information & Engineering Systems, Kitakyushu, 2013. |
Conteúdo: |
Abstract: Several techniques have been developed in pursuit of understanding the behavior of the financial market, in an attempt to predict the asset pricing behavior. The candlestick chart created in the 18th century is one of these techniques. In 2006, Greg Morris conducted a study on the effectiveness of this technique for the U.S. capital market. However, no similar work was done for the Brazilian market. In this paper, the behavior of part of the Brazilian capital market was studied using sixteen candlestick patterns. We considered the data series of ten stocks between 2005 and 2009, totaling approximately 40% of Ibovespa (São Paulo Stock Exchange Index) turnover. The frequency of confirmation of each pattern was measured along seven exchange sessions after occurrence of such pattern, and results were compared to those presented by Morris. Additionally, adjustments of the observed proportions of hits were tested for their statistical significance. Results found in the frequential analysis showed a discrepancy in relation to Morris\'s study. Likewise, in statistical analysis few patterns have confirmed the behavior expected of them. In at least one case the trend expressed by data, although significant, was contrary to the original interpretation of the pattern. Therefore, direct application of patterns developed for other markets, times or actions is not recommended. Such results do not allow for an affirmation that candlestick patterns have the power to predict future behavior of stocks traded in the Ibovespa stock market. However, we found statistically significant evidence of the predictive ability of some patterns, which may indicate that the technique must be adapted to the market where it is intended to be used. The main contributions of this paper are a partial replication of Morris? study for a set of stocks traded in the Brazilian market, and a statistical analysis of the effectiveness of candlestick patterns as predictors of the behavior of those stocks. MenosAbstract: Several techniques have been developed in pursuit of understanding the behavior of the financial market, in an attempt to predict the asset pricing behavior. The candlestick chart created in the 18th century is one of these techniques. In 2006, Greg Morris conducted a study on the effectiveness of this technique for the U.S. capital market. However, no similar work was done for the Brazilian market. In this paper, the behavior of part of the Brazilian capital market was studied using sixteen candlestick patterns. We considered the data series of ten stocks between 2005 and 2009, totaling approximately 40% of Ibovespa (São Paulo Stock Exchange Index) turnover. The frequency of confirmation of each pattern was measured along seven exchange sessions after occurrence of such pattern, and results were compared to those presented by Morris. Additionally, adjustments of the observed proportions of hits were tested for their statistical significance. Results found in the frequential analysis showed a discrepancy in relation to Morris\'s study. Likewise, in statistical analysis few patterns have confirmed the behavior expected of them. In at least one case the trend expressed by data, although significant, was contrary to the original interpretation of the pattern. Therefore, direct application of patterns developed for other markets, times or actions is not recommended. Such results do not allow for an affirmation that candlestick patterns have the power to predict future ... Mostrar Tudo |
Palavras-Chave: |
Candlestick; Stock Market. |
Thesagro: |
Análise econômica; Análise estatística; Mercado. |
Thesaurus NAL: |
Prediction; Statistical analysis; Stock exchange. |
Categoria do assunto: |
X Pesquisa, Tecnologia e Engenharia |
Marc: |
LEADER 02929naa a2200277 a 4500 001 1976525 005 2023-01-04 008 2013 bl uuuu u00u1 u #d 100 1 $aPRADO, H. A. do 245 $aOn the effectiveness of candlestick chart analysis for the Brazilian stock market.$h[electronic resource] 260 $c2013 500 $aEdição de Proceedings of XVII International Conference on Knowledge-Based and Intelligent Information & Engineering Systems, Kitakyushu, 2013. 520 $aAbstract: Several techniques have been developed in pursuit of understanding the behavior of the financial market, in an attempt to predict the asset pricing behavior. The candlestick chart created in the 18th century is one of these techniques. In 2006, Greg Morris conducted a study on the effectiveness of this technique for the U.S. capital market. However, no similar work was done for the Brazilian market. In this paper, the behavior of part of the Brazilian capital market was studied using sixteen candlestick patterns. We considered the data series of ten stocks between 2005 and 2009, totaling approximately 40% of Ibovespa (São Paulo Stock Exchange Index) turnover. The frequency of confirmation of each pattern was measured along seven exchange sessions after occurrence of such pattern, and results were compared to those presented by Morris. Additionally, adjustments of the observed proportions of hits were tested for their statistical significance. Results found in the frequential analysis showed a discrepancy in relation to Morris\'s study. Likewise, in statistical analysis few patterns have confirmed the behavior expected of them. In at least one case the trend expressed by data, although significant, was contrary to the original interpretation of the pattern. Therefore, direct application of patterns developed for other markets, times or actions is not recommended. Such results do not allow for an affirmation that candlestick patterns have the power to predict future behavior of stocks traded in the Ibovespa stock market. However, we found statistically significant evidence of the predictive ability of some patterns, which may indicate that the technique must be adapted to the market where it is intended to be used. The main contributions of this paper are a partial replication of Morris? study for a set of stocks traded in the Brazilian market, and a statistical analysis of the effectiveness of candlestick patterns as predictors of the behavior of those stocks. 650 $aPrediction 650 $aStatistical analysis 650 $aStock exchange 650 $aAnálise econômica 650 $aAnálise estatística 650 $aMercado 653 $aCandlestick 653 $aStock Market 700 1 $aFERNEDA, E. 700 1 $aMORAIS, L. C. R. 700 1 $aLUIZ, A. J. B. 700 1 $aMATSURA, E. 773 $tProcedia Computer Science, Valmiera$gv. 22, p. 1136-1145, 2013.
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