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...

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Bibliographic Details
Main Authors: Chung, Yi Hsun, 鐘以恂
Other Authors: Ryuichi Yamamoto
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/64240131740863722558