Journal of Derivatives and Quantitative Studies: 선물연구 , Open Access
Issue(s) available: 74 – From Volume: 10 Issue: 1, to Volume: 31 Issue: 4
Subjects:

Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?
JunHyeong Jin, JiHoon Jung, Kyojik SongThe authors test the weak-form efficiency in cryptocurrency markets using the most recent and comprehensive data as of 2021. The authors apply various technical indicators to take…
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