Technical analysis using a leading and lagging indicator – backtesting profitability in Malaysian equity market

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:

書目詳細資料
主要作者:	Murali, Manogaran
格式:	Thesis
語言:	eng eng eng eng
出版:	2020
主題:	HJ Public Finance
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Equity markets integration among us and ASEAN-5 countries
由: Chiu, Pik Lan
出版: (2013)

Dynamic hybrid pricing formulation for equity warrants
由: Ibrahim, Siti Zulaiha
出版: (2022)

Internal determinant of commercial bank’s profitability in Malaysia
由: Fitri Maharani, Nurdin
出版: (2021)

Factors that influence the profitability of islamic banking in Malaysia
由: ‘IRFAN, BURHANUDDIN
出版: (2021)

The effects of macroeconomic indicators to Malaysian government bond yield from year 2008-2018
由: Nor Nadia Atiqah, Ahmad
出版: (2021)

Integrating theory of planned behavior and equity theory in household gas stoves purchasing
由: Ling, Boo Hiung
出版: (2013)

The impact of working capital management on profitability of listed transportation and logistics companies in Malaysia
由: Tan, Chia Li
出版: (2020)

Stock market reaction towards change of Malaysian government
由: Mohamad Annawi, Anuar
出版: (2021)

Commercial property market and financing in Malaysia: comparative analysis between Islamic and conventional financing
由: Siti Latipah, Harun
出版: (2020)

Macroeconomics determinants of stock market index in Malaysia
由: Suvarna Sree, Sellathurai
出版: (2021)

Housing market and financial crisis: An analysis of bibliometric from 1997 to 2021
由: Yoga Malar, Subramaniam
出版: (2021)

Customers' Perception of Online Zakat Payment Between Government and Private Sector Employees
由: Noorhayati, Abd Halim
出版: (2011)

Public investment, private investment, governance and tourism growth in five South Asian Association for Regional Cooperation countries
由: Nawaz, Muhammad Atif
出版: (2018)

Hubungan Antara Agihan Zakat dan Kualiti Hidup Asnaf Fakir dan Miskin
由: Mahyuddin, Abu Bakar
出版: (2012)

The impact of dividend tax changes on the performance of Malaysian REITs
由: Lee, Thean Leong
出版: (2015)

The effect of COVID-19 pandemic on stock market performance, Malaysia
由: Pavitra, Ravi
出版: (2021)

Interest Rate and Credit Channels of Monetary Transmission Mechanism: A Study of the Malaysian Experience (January 1996-June 2012)
由: Noor Maimun, Abdul Wahab
出版: (2013)

Factors related to the level of readiness in accrual-based accounting implementation among Malaysian public health care in Northern Region
由: Nur Shawalliza Yusof
出版: (2019)

Organization climate, job stress and intention to leave among lecturers' in private higher learning institution in Sarawak
由: Nurashikin, Nazer Mohamed
出版: (2013)

Pengaplikasian pembelajaran terarah kendiri dalam subjek percukaian
由: Ahmad, Adiebah
出版: (2002)

Pembangunan modul subjek pencukaian Malaysia 1 (P 419) bagi pelajar Diploma Akauntasi di politeknik
由: Md Osman, Siti Zuraidah
出版: (2003)

Effect audit committee financial expertise toward assets misappropriations / Nurul Aida Abd Ghani
由: Abd Ghani, Nurul Aida
出版: (2011)

A study of the process and barriers of property tax revenue generation in local government (a case study of Pasir Gudang Municipal Council)
由: Umar, Mohammed Akilu
出版: (2013)

Factors Influencing The Use Of Hedging In Malaysian Public Listed Companies
由: Arumugham , Usha Nanthini
出版: (2012)

An Empirical Analysis of State Government Revenue- Expenditure Nexus: The Case of Kedah, Kelantan, Penang and Perlis
由: Nor Hidayah, Harun
出版: (2011)

Determinants of transfer pricing decision in Malaysian multinational companies.
由: Eisah Asmai Husna, Muttadin
出版: (2023)

Impact of corporate governance compliance on the financial performance of Malaysian government linked corporation
由: Ashwini, Jeyakumar
出版: (2021)

The impact of capital structure and board characteristics on firms performance: evidence from Malaysian plantation Industry
由: Ping Jian, Tee
出版: (2020)

The Relationship Between Good Government Governance and Organization Performance: The Case of MARA Credit Control Department
由: Muhamad Nizam, Jali
出版: (2009)

A Study of Financial Management Planning (Budget) for 2012 at State Government of Kedah, Malaysia
由: Ramadhan, Surya
出版: (2013)

Determinants of tax administration efficiency: A study of Bauchi State, Nigeria
由: Shagari, Shamsudeen Ladan
出版: (2014)

The fiscal and monetary conducts in Nigeria: An interaction with the balance of payments
由: Olajide, Raji Jimoh
出版: (2013)

Determinants of tax administration efficiency in Libya
由: Muaen, Moftah A. O.
出版: (2016)

The gold price determinants in Malaysia
由: Lee, Jong Woei
出版: (2020)

Debt services capital inflows and economic growth in North African countries
由: Abud, Elmashat Essadq Ali
出版: (2014)

Interbank commodity Murabahah for funding liquidity management in Malaysia
由: Mohamad Zabidi, Ahmad
出版: (2021)

Consumers' awareness, perceptions and behaviour towards the imposition of sales tax on imported low value goods
由: Noramalia, Rohan
出版: (2023)

Perception of taxpayers towards tax compliance on justice, tax rate and tax penalty in Malaysia
由: Hamizah Azizah, Sobri
出版: (2022)

The relationship between companies characteristics and tax Incentive: Listed manufacturing companies in Malaysia
由: Mufidah Syafiqah, Mihat
出版: (2022)

The quality of tax reporting by companies in Malaysia: The role of tax agent
由: Norazean, Ahmad
出版: (2023)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group