对相对强弱指数与货币流量指数预测效应的实证研究

An Empirical Study of the Prediction Effectiveness in the Relative Strength Index and the Money Flow Index

随着中国股市的发展 ,各种技术分析方法不断被提出并引入到股票投资决策中来 ,这些方法对投资者产生着很大的影响。本文对RSI和MFI这两个技术分析指标的预测准确性进行了实证检验。

With the development of China stock market,various technical indicators are created and introduced to investors.Technical analysis plays an important role in equity investment decisions.The study selected 400 stocks listed on Shanghai and Shenzhen A share markets during the year of 1998 and 1999 to ascertain whether RSI and MFI serve a useful purpose in detecting turning points in stock price movements.