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Anlageverhalten 1 Behavioural finance 1 Bitcoin 1 Cryptocurrency 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Financial analysis 1 Finanzanalyse 1 Market efficiency 1 Portfolio selection 1 Portfolio-Management 1 Securities trading 1 Technical analysis 1 Trading indicator 1 Virtual currency 1 Virtuelle Währung 1 Wertpapierhandel 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jin, JunHyeong 1 Jung, JiHoon 1 Song, Kyojik Roy 1
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Journal of derivatives and quantitative studies : Seonmul yeongu 1
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ECONIS (ZBW) 1
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Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?
Jin, JunHyeong; Jung, JiHoon; Song, Kyojik Roy - In: Journal of derivatives and quantitative studies : … 32 (2024) 1, pp. 23-35
The authors test the weak-form efficiency in cryptocurrency markets using the most recent and comprehensive data as of 2021. The authors apply various technical indicators to take a long or short position on 99 cryptocurrencies and compare the 10-day returns based on the technical trading...
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