Profiting from technical analysis in ASEAN tiger cub economies: Philippines, Thailand, Indonesia and Malaysia using moving averages
Date of Publication
2017
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Management of Financial Institutions
Subject Categories
Finance and Financial Management
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Thesis Adviser
Rene Bettia
Defense Panel Chair
Edralin Lim
Defense Panel Member
Vivian Eleazar
Catherine Kalayaan Almonte
Junette Perez
Liberty Patiu
Abstract/Summary
This study employs the simple moving average (SMA) and the displaced moving average (DMA) trading rules to test their ability to beat the market and gain abnormal returns in the ASEAN tiger cub economies: Philippines, Malaysia, Indonesia and Thailand. The indicators were applied on the indices of each country over a 15-year period. Results show that both the SMA and the DMA both can be used as technical analysis tools to trade profitabiltiy on tiger cub exchanges.
Abstract Format
html
Language
English
Format
Accession Number
TU19980
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
78, 4 leaves ; illustrations (some color) ; 29 cm. ; 1 computer disc ; 4 3/4 in.
Keywords
Stock exchanges--Southeast Asia; Stock price forecasting--Southeast Asia; Stocks--Rate of return
Recommended Citation
Ngsuy, P. (2017). Profiting from technical analysis in ASEAN tiger cub economies: Philippines, Thailand, Indonesia and Malaysia using moving averages. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/2885
