Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market
Year of publication: |
2021
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Authors: | Kang, Byung-Kook |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 1/37, p. 1-21
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Subject: | MACD | technical analysis | trading simulation | buy-and-hold strategy | market efficiency | Nikkei 225 futures | Japan | Finanzanalyse | Financial analysis | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Simulation | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14010037 [DOI] hdl:10419/239454 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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