MACD And Excess Returns: A Study Of Malaysian Stock Market

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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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Bibliographic Details
Main Author:	Hock, Goh Soon
Format:	Thesis
Published:	2007
Subjects:	HG1710 Electronic Funds Transfers
Online Access:	http://shdl.mmu.edu.my/1860/

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