Technical trading rules in the cryptocurrency market

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annif.suggestionscurrency|electronic money|research financing|foreign exchange market|security market|means of payment|financial markets|marketing|finance|Internet|enen
annif.suggestions.linkshttp://www.yso.fi/onto/yso/p3573|http://www.yso.fi/onto/yso/p3653|http://www.yso.fi/onto/yso/p23735|http://www.yso.fi/onto/yso/p18381|http://www.yso.fi/onto/yso/p12456|http://www.yso.fi/onto/yso/p8753|http://www.yso.fi/onto/yso/p7536|http://www.yso.fi/onto/yso/p5878|http://www.yso.fi/onto/yso/p1406|http://www.yso.fi/onto/yso/p20405en
dc.contributor.authorGrobys, Klaus
dc.contributor.authorAhmed, Shaker
dc.contributor.authorSapkota, Niranjan
dc.contributor.departmentfi=Ei tutkimusalustaa|en=No platform|-
dc.contributor.facultyfi=Laskentatoimen ja rahoituksen yksikkö|en=School of Accounting and Finance|-
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2020-06-11T11:36:10Z
dc.date.accessioned2025-06-25T12:38:31Z
dc.date.available2020-06-11T11:36:10Z
dc.date.issued2020-01-01
dc.description.abstractThis paper studies simple moving average trading strategies employing daily price data on the eleven most-traded cryptocurrencies in the 2016–2018 period. Our results indicate a variable moving average strategy is successful when using the 20 days moving average trading strategy. Specifically, excluding Bitcoin the technical trading rule generates an excess return of 8.76% p.a. after controlling for the average market return. Our results suggest that cryptocurrency markets are inefficient.-
dc.description.notification©2019 The Authors. Published by Elsevier Inc. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/BY-NC-ND/4.0/).-
dc.description.reviewstatusfi=vertaisarvioitu|en=peerReviewed|-
dc.format.bitstreamtrue
dc.format.contentfi=kokoteksti|en=fulltext|-
dc.format.extent7-
dc.identifier.olddbid12373
dc.identifier.oldhandle10024/11192
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/619
dc.identifier.urnURN:NBN:fi-fe2020061142822-
dc.language.isoeng-
dc.publisherElsevier-
dc.relation.doi10.1016/j.frl.2019.101396-
dc.relation.ispartofjournalFinance research letters-
dc.relation.issn1544-6131-
dc.relation.issn1544-6123-
dc.relation.urlhttps://doi.org/10.1016/j.frl.2019.101396-
dc.relation.volume32-
dc.rightsCC BY-NC-ND 4.0
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/11192
dc.subjecttechnical analysis-
dc.subjectcryptocurrency-
dc.subjectBitcoin-
dc.subjectfinancial technology-
dc.subjectFinTech-
dc.subject.disciplinefi=Laskentatoimi ja rahoitus|en=Accounting and Finance|-
dc.subject.ysocurrency-
dc.subject.ysoelectronic money-
dc.subject.ysoresearch financing-
dc.subject.ysoforeign exchange market-
dc.subject.ysosecurity market-
dc.subject.ysomeans of payment-
dc.subject.ysofinancial markets-
dc.subject.ysomarketing-
dc.subject.ysofinance-
dc.subject.ysoInternet-
dc.titleTechnical trading rules in the cryptocurrency market-
dc.type.okmfi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|en=A1 Peer-reviewed original journal article|sv=A1 Originalartikel i en vetenskaplig tidskrift|-
dc.type.publicationarticle-
dc.type.versionpublishedVersion-

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