伊斯兰股票市场技术交易规则的盈利能力

Labuan Bulletin of International Business and Finance (LBIBF) Pub Date : 2014-04-16 DOI:10.51200/lbibf.v10i.1338

T. Chong

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引用次数: 0

摘要

本文考察了移动平均交易规则在伊斯兰股票市场上的盈利能力。我们将与10日、20日和50日移动平均线相关的交易规则应用于11个主要的伊斯兰股票市场指数。研究发现，除孟加拉国外，移动平均线交易规则优于买入并持有策略。在大多数情况下，加权移动平均线比其他移动平均线获得更高的回报率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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PROFITABILITY OF TECHNICAL TRADING RULES IN ISLAMIC STOCK MARKETS

This paper examines the profitability of the moving average trading rule on the Islamic stock markets. We apply the trading rules associated with the 10-day, 20-day, and 50-day moving averages to 11 major Islamic stock market indices. It is found that, except Bangladesh, the moving average trading rules outperform the buy-and-hold strategy. The weighted moving average obtained higher return rates than other moving averages in most cases.

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Labuan Bulletin of International Business and Finance (LBIBF)

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