Search Results - subject:"Moving Averages"

Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates

Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of Capital Markets Studies (JCMS) 6 (2022) 1, pp. 6-32

Purpose - The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy-hold strategy in Bitcoin exchange rate returns. Design/methodology/approach - The study tests the technical trading rule of fixed moving average...

Persistent link: https://www.econbiz.de/10015327968

Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates

Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of capital markets studies 6 (2022) 1, pp. 6-32

Persistent link: https://www.econbiz.de/10012887325

Customer-centric sales forecasting model: RFM-ARIMA approach

Londhe, Sanket Tanaji; Palwe, Sushila - In: Business Systems Research (BSR) 13 (2022) 1, pp. 35-45

Background: Decision makers use the process of determining the best course of action by processing, analysing & interpreting the data to gain insights, known as Business Intelligence. Some decision support systems use sales figures to predict future expansion, but few consider the effect of...

Persistent link: https://www.econbiz.de/10015408664

Customer-centric sales forecasting model : RFM-ARIMA approach

Londhe, Sanket Tanaji; Palwe, Sushila - In: Business systems research : a system view accross … 13 (2022) 1, pp. 35-45

Persistent link: https://www.econbiz.de/10013542067

Simple Market Timing with Moving Averages

Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018

Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the use of MA calculations? The empirical results show...

Persistent link: https://www.econbiz.de/10011932319

Simple market timing with moving averages

Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018

Persistent link: https://www.econbiz.de/10011848115

Do small caps generate above average returns in the Brazilian stock market?

Souza, Matheus José Silva de; Ramos, Danilo Guimarães … - In: Review of development finance 8 (2018) 1, pp. 18-24

Some studies suggest that low capitalization stocks have great potential to provide returns above the market average, although some indicate that investment in small caps should be avoided, since they are market anomalies with low liquidity. This article develops a method based on an automated...

Persistent link: https://www.econbiz.de/10011883236

Do small caps generate above average returns in the Brazilian stock market?

de Souza, Matheus José Silva; Ramos, Danilo Guimarães … - In: Review of Development Finance 8 (2018) 1, pp. 18-24

Persistent link: https://www.econbiz.de/10015331378

Procedimiento para determinar las Tendencias Estadísticas del Desarrollo de la Competencia Investigativa del Ingeniero en Ciencias Informáticas (Procedure to Determinate the Statistical Trends of Development of Research Competence in Comp. Sci. Engineers)

Molina, Odiel Estrada; Pulido, Misleydi Alfonso; … - In: Revista Internacional de Gestión del Conocimiento y la … 2 (2014) 2, pp. 11-19

Spanish abstract En la Universidad de las Ciencias Informáticas de Cuba algunos estudiantes en su cuarto año académico de la carrera de ingeniería en ciencias informáticas se incorporan a los Centros de Desarrollo de Software y forman parte del equipo de desarrollo de un proyecto productivo...

Persistent link: https://www.econbiz.de/10010773871

Long Term Trend Analysis in the Capital Market – The Case of Serbia

Radukić, Snežana; Radović, Milica - In: Journal of Central Banking Theory and Practice 3 (2014) 3, pp. 5-18

– Belexline from 1 March 2006 to 31 March 2009, by the usage of two moving averages method - Moving Average Convergence Divergence … (MACD): an intermediate term of 50 days and a long-term one of 100 days. The above mentioned moving averages identify the … Serbia had two distinctive long-term trends within the above mentioned observed period of time. The method of two moving …

Persistent link: https://www.econbiz.de/10010930546