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 |
| Published: |
2007
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| Online Access: | http://shdl.mmu.edu.my/1860/ |
| _version_ | 1848789902658895872 |
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| author | Hock, Goh Soon |
| author_facet | Hock, Goh Soon |
| author_sort | Hock, Goh Soon |
| building | MMU Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T18:04:06Z |
| format | Thesis |
| id | mmu-1860 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:04:06Z |
| publishDate | 2007 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-18602011-07-19T03:38:43Z http://shdl.mmu.edu.my/1860/ MACD And Excess Returns: A Study Of Malaysian Stock Market 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 NonPeerReviewed Hock, Goh Soon (2007) MACD And Excess Returns: A Study Of Malaysian Stock Market. Masters thesis, University of Multimedia. http://vlib.mmu.edu.my/diglib/login/dlusr/login.php |
| spellingShingle | HG1710 Electronic Funds Transfers Hock, Goh Soon MACD And Excess Returns: A Study Of Malaysian Stock Market |
| title | 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_short | MACD And Excess Returns: A Study Of Malaysian Stock Market |
| title_sort | macd and excess returns: a study of malaysian stock market |
| topic | HG1710 Electronic Funds Transfers |
| url | http://shdl.mmu.edu.my/1860/ http://shdl.mmu.edu.my/1860/ |