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Applied Economics Letters Volume 14, 2007 - Issue 5
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Original Articles

A comparison of MA and RSI returns with exchange rate intervention

Thomas C. Shik Department of Economics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
&
Terence Tai-Leung Chong Department of Economics, The Chinese University of Hong Kong, Shatin, N.T., Hong KongCorrespondence[email protected]
Pages 371-383 | Published online: 18 Feb 2011

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Min-Yuh Day, Yirung Cheng, Paoyu Huang & Yensen Ni. (2023) The profitability of trading US stocks in Quarter 4 - evidence from trading signals emitted by SOI and RSI. Applied Economics Letters 30:9, pages 1173-1178.
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Jordan Mann & J. Nathan Kutz. (2016) Dynamic mode decomposition for financial trading strategies. Quantitative Finance 16:11, pages 1643-1655.
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Articles from other publishers (8)

Min-Yuh Day & Yensen Ni. (2023) Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. Energy 272, pages 127113.
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Yensen Ni, Min-Yuh Day, Yirung Cheng & Paoyu Huang. (2022) Can investors profit by utilizing technical trading strategies? Evidence from the Korean and Chinese stock markets. Financial Innovation 8:1.
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Yuhsin Chen, Paoyu Huang, Yaochia Ku, Yensen Ni, Bin-Tzong Chie & Yin-Tzu Lin. (2022) Does ownership structure matter for overshooting manipulation of hospitality and tourism stocks?. Heliyon 8:11, pages e11544.
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Min-Yuh Day, Yensen Ni, Chinning Hsu & Paoyu Huang. (2022) Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. Energies 15:9, pages 3328.
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Qiwei Xu. (2021) Stocks Selection Strategy in Hong Kong Market Based on Stock Price Dynamics. Stocks Selection Strategy in Hong Kong Market Based on Stock Price Dynamics.
Min-Yuh Day, Yensen Ni & Paoyu Huang. (2019) Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. Physica A: Statistical Mechanics and its Applications 525, pages 349-372.
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Yensen Ni, Paoyu Huang & Yuhsin Chen. (2019) Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. The North American Journal of Economics and Finance 48, pages 514-528.
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N.M. Kwok, G. Fang & Q.P. Ha. (2009) Moving Average-Based Stock Trading Rules from Particle Swarm Optimization. Moving Average-Based Stock Trading Rules from Particle Swarm Optimization.

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