MACD And Excess Returns: A Study Of Malaysian Stock Market
This study investigate the ability of the Greald Appel\'s Moving Average Convergence-Divergence (MACD) indicator, as filter technique to derive excess returns (ER) over medium period (1 year) from sector of Main Board of Malaysian stock market under the consumption that the trend sector is know...
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my-mmu-ep.18602011-07-19T03:38:43Z MACD And Excess Returns: A Study Of Malaysian Stock Market 2007-09 Hock, Goh Soon HG1710 Electronic Funds Transfers This study investigate the ability of the Greald Appel\'s Moving Average Convergence-Divergence (MACD) indicator, as filter technique to derive excess returns (ER) over medium period (1 year) from sector of Main Board of Malaysian stock market under the consumption that the trend sector is known. The trading rules used are designed to exploit secondary price fluctuations of the Dow\'s Theory coupled with the sector momentum and positive autocorrelation of price changes. 2007-09 Thesis http://shdl.mmu.edu.my/1860/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters University of Multimedia Research Library |
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HG1710 Electronic Funds Transfers Hock, Goh Soon MACD And Excess Returns: A Study Of Malaysian Stock Market |
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This study investigate the ability of the Greald Appel\'s Moving Average Convergence-Divergence (MACD) indicator, as filter technique to derive excess returns (ER) over medium period (1 year) from sector of Main Board of Malaysian stock market under the consumption that the trend sector is known. The trading rules used are designed to exploit secondary price fluctuations of the Dow\'s Theory coupled with the sector momentum and positive autocorrelation of price changes. |
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Thesis |
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Master's degree |
author |
Hock, Goh Soon |
author_facet |
Hock, Goh Soon |
author_sort |
Hock, Goh Soon |
title |
MACD And Excess Returns: A Study Of Malaysian Stock Market |
title_short |
MACD And Excess Returns: A Study Of Malaysian Stock Market |
title_full |
MACD And Excess Returns: A Study Of Malaysian Stock Market |
title_fullStr |
MACD And Excess Returns: A Study Of Malaysian Stock Market |
title_full_unstemmed |
MACD And Excess Returns: A Study Of Malaysian Stock Market |
title_sort |
macd and excess returns: a study of malaysian stock market |
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University of Multimedia |
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Research Library |
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2007 |
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1747829468216426496 |