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Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market

Kang, Byung-Kook - In: Journal of risk and financial management : JRFM 14 (2021) 1/37, pp. 1-21

Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to verify efficiency with the traditional parameter settings of 12, 26, and 9 days. This study confirms that applying the...

Persistent link: https://www.econbiz.de/10012417747

Active investment strategies in the Spanish futures market : a solution to avoid data snooping bias

Olasolo, A.; Perez, M. A.; Ruiz, V. - In: Applied economics letters 23 (2016) 7/9, pp. 609-613

Persistent link: https://www.econbiz.de/10011628025

Threshold non-linear dynamics between Hang Seng stock index and futures returns

Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486

Persistent link: https://www.econbiz.de/10009509864

Factors affecting Chinese enterprises' hedging decision making

Zheng, Shi; Xu, Pei; Wang, Zhigang - In: China agricultural economic review : publ. in … 3 (2011) 4, pp. 476-488

Persistent link: https://www.econbiz.de/10009547001

Convenience yield and the theory of storage : applying an option-based approach

Omura, Akihiro; West, Jason - In: The Australian journal of agricultural and resource … 59 (2015) 3, pp. 355-374

Persistent link: https://www.econbiz.de/10011392918

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327

Persistent link: https://www.econbiz.de/10011298582

Does hedging in futures market benefit Indian farmers?

Ranganathan, Thiagu; Ananthakumar, Usha - In: Studies in economics and finance 31 (2014) 3, pp. 291-308

Persistent link: https://www.econbiz.de/10011338910

The convenience yield and the informational content of the oil futures price

Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - In: The energy journal 36 (2015) 2, pp. 29-46

Persistent link: https://www.econbiz.de/10010528362

The effect of the financial sector on the evolution of oil prices : analysis of the contribution of the futures market to the price discovery process in the WTI spot market

Silvério, Renan; Szklo, Alexandre Salem - In: Energy economics 34 (2012) 6, pp. 1799-1808

Persistent link: https://www.econbiz.de/10009687861

Price discovery in spot and futures markets : a reconsideration

Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987

Persistent link: https://www.econbiz.de/10009691772

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