Chong, Terence Tai-Leung; Ng, Wing-Kam; Liew, Venus Khim-Sen - In: Journal of Risk and Financial Management 7 (2014) 1, pp. 1-12
Chong and Ng (2008) find that the Moving Average Convergence–Divergence (<i>MACD</i>) and Relative Strength Index (<i>RSI</i>) 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...
