Technical analysis using a leading and lagging indicator – backtesting profitability in Malaysian equity market
The purpose of this research is to examine the efficiency of technical indicators Relative Strength Index (RSI) as leading momentum indicator and Moving Average Convergence Divergence (MACD) as lagging trend following momentum indicator in producing returns in Malaysian equity market (FBMKLCI). The...
Saved in:
Main Author: | |
---|---|
Format: | Thesis |
Language: | English English English English |
Published: |
2020
|
Subjects: | |
Online Access: | https://etd.uum.edu.my/10336/1/grant%20the%20permission_s826506.pdf https://etd.uum.edu.my/10336/2/s826506_01.pdf https://etd.uum.edu.my/10336/3/s826506_02.pdf https://etd.uum.edu.my/10336/4/s826506_references.docx https://etd.uum.edu.my/10336/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Universiti Utara Malaysia |
Language: | English English English English |
Be the first to leave a comment!