Revisiting the Performance of MACD and RSI Oscillators

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Revisiting the Performance of MACD and RSI Oscillators

Chong and Ng (2008) find that the Moving Average Convergence–Divergence (MACD) and Relative Strength Index (RSI) rules can generate excess return in the London Stock Exchange. This paper revisits the performance of the two trading rules in the stock markets of five other OECD countries. It is found...

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Bibliographic Details
Main Authors:	Leung Chong, T.T., Ng, W.K., Sen Liew, V.K.
Format:	Article
Language:	English
Published:	Journal Risk Financial Management 2014
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/1560/ http://ir.unimas.my/id/eprint/1560/1/Revisiting.pdf

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