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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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書目詳細資料
Main Authors:	Leung Chong, T.T., Ng, W.K., Sen Liew, V.K.
格式:	Article
語言:	English
出版:	Journal Risk Financial Management 2014
主題:	HB Economic Theory
在線閱讀:	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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