Similar Search Results

Revisiting the performance of MACD and RSI oscillators

Chong, Terence Tai-Leung; Ng, Wing-kam; Liew, Venus Khim-sen - In: Journal of risk and financial management : JRFM 7 (2014) 1, pp. 1-12

Chong and Ng (2008) find that the Moving Average Convergence–Divergence (MACD) and Relative Strength Index (RSI) 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...

Persistent link: https://www.econbiz.de/10011553328

The day-of-the-week effect in the Hang Seng Index

Chia, Ricky Chee-Jiun; Liew, Venus Khim-sen; Syed Azizi … - In: The empirical economics letters : a monthly … 14 (2015) 2, pp. 107-111

Persistent link: https://www.econbiz.de/10011311272

Is the Hong Kong stock market asymmetrical in behavior?

Liew, Venus Khim-sen; Chia, Ricky Chee-Jiun; Syed Azizi … - In: The empirical economics letters : a monthly … 14 (2015) 1, pp. 17-23

Persistent link: https://www.econbiz.de/10011311314

Are Asian real exchange rates stationary?

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - In: Economics letters 83 (2004) 3, pp. 313-316

Persistent link: https://www.econbiz.de/10002049128

On Singapore dollar-U.S. dollar and purchasing power parity

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; Lim, … - In: The Singapore economic review : journal of the Economic … 49 (2004) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10002095175

The inadequacy of linear autoregressive model for real exchange rates : empirical evidence from Asian economies

Liew, Venus Khim-sen; Chong, Terence Tai-Leung; Lim, … - In: Applied economics 35 (2003) 12, pp. 1387-1392

Persistent link: https://www.econbiz.de/10001804522

Transmission mechanism of the twin deficits nexus : an alternative approach

Lau, Evan; Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen - In: Rivista internazionale di scienze economiche e … 51 (2004) 4, pp. 533-546

Persistent link: https://www.econbiz.de/10002501512

Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: Applied economics letters 15 (2008) 10/12, pp. 955-958

Persistent link: https://www.econbiz.de/10003785990

Is the Yen-European cross-rate market efficient?

Chong, Terence Tai-Leung; Chiang, Lok-man; Liew, Venus … - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10003791134

How to improve the profitability of momentum strategies

Chong, Terence Tai-Leung; Leung, Lok-yee; Liew, Venus … - In: International economics & finance journal : (IEFJ) 2 (2007) 1/2, pp. 19-30

Persistent link: https://www.econbiz.de/10003791243