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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| Format: | Thesis |
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2007
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| Online Access: | http://shdl.mmu.edu.my/1860/ |