Revisiting the Performance of MACD and RSI Oscillators
Chong and Ng (2008) find that the Moving Average Convergence–Divergence (MACD) and Relative Strength Index (RSI) rules can generate excess return in the London Stock Exchange. This paper revisits the performance of the two trading rules in the stock markets of five other OECD countries. It is found...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Journal Risk Financial Management
2014
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/1560/1/Revisiting.pdf http://ir.unimas.my/id/eprint/1560/ http://www.mdpi.com/journal/jrfm |
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