Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates

Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates

Purpose – The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy–hold strategy in Bitcoin exchange rate returns. Design/methodology/approach – The study tests the technical trading rule of fixed moving average (FMA) on...

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Bibliographic Details
Main Authors: Khumbulani L. Masuku, Thabo J. Gopane
Format: Article
Language:English
Published: Emerald Publishing 2022-02-01
Series:Journal of Capital Markets Studies
Subjects:
bitcoin
cryptocurrency
efficient market hypothesis
fixed moving averages, profitability
technical analysis
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JCMS-10-2021-0030/full/pdf?title=technical-trading-rules-profitability-and-dynamic-risk-premiums-of-cryptocurrency-exchange-rates

Internet

https://www.emerald.com/insight/content/doi/10.1108/JCMS-10-2021-0030/full/pdf?title=technical-trading-rules-profitability-and-dynamic-risk-premiums-of-cryptocurrency-exchange-rates

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