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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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書誌詳細
主要な著者:	Leung Chong, T.T., Ng, W.K., Sen Liew, V.K.
フォーマット:	論文
言語:	English
出版事項:	Journal Risk Financial Management 2014
主題:	HB Economic Theory
オンライン･アクセス:	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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