MACD And Excess Returns: A Study Of Malaysian Stock Market

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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Main Author: Hock, Goh Soon
Format: Thesis
Published: 2007
Subjects:
HG1710 Electronic Funds Transfers
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spelling 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
institution Multimedia University
collection MMU Institutional Repository
topic HG1710 Electronic Funds Transfers
spellingShingle HG1710 Electronic Funds Transfers
Hock, Goh Soon
MACD And Excess Returns: A Study Of Malaysian Stock Market
description 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.
format Thesis
qualification_level 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
granting_institution University of Multimedia
granting_department Research Library
publishDate 2007
_version_ 1747829468216426496

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