Testing Moving Average Convergence / Divergence and Relative Strength Index on Hang Seng Index, Nikkei 225 and Taiwan Capitalization Weighted stock Index
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 101 === The purpose of this paper is to test whether the use of two modern technical rules (i.e. the Moving Average Convergence and Divergence (MACD) and the Relative Strength Index (RSI) ) can produce a significant return comparing to the buy-and-hold strategy over...
Main Authors: | Chung, Yi Hsun, 鐘以恂 |
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Other Authors: | Ryuichi Yamamoto |
Format: | Others |
Language: | en_US |
Online Access: | http://ndltd.ncl.edu.tw/handle/64240131740863722558 |
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