The effectiveness of technical trading rules in cryptocurrency markets

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buir.contributor.authorŞensoy, Ahmet
dc.citation.epage37en_US
dc.citation.spage32en_US
dc.citation.volumeNumber31en_US
dc.contributor.authorCorbet, S.en_US
dc.contributor.authorEraslan, V.en_US
dc.contributor.authorLucey, B.en_US
dc.contributor.authorŞensoy, Ahmeten_US
dc.date.accessioned2020-01-31T18:57:44Z
dc.date.available2020-01-31T18:57:44Z
dc.date.issued2019
dc.departmentDepartment of Managementen_US
dc.description.abstractWe analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support for the moving average strategies. In particular, variable-length moving average rule performs the best with buy signals generating higher returns than sell signals.en_US
dc.description.provenanceSubmitted by Onur Emek (onur.emek@bilkent.edu.tr) on 2020-01-31T18:57:44Z No. of bitstreams: 1 Bilkent-research-paper.pdf: 268963 bytes, checksum: ad2e3a30c8172b573b9662390ed2d3cf (MD5)en
dc.description.provenanceMade available in DSpace on 2020-01-31T18:57:44Z (GMT). No. of bitstreams: 1 Bilkent-research-paper.pdf: 268963 bytes, checksum: ad2e3a30c8172b573b9662390ed2d3cf (MD5) Previous issue date: 2019en
dc.embargo.release2021-12-01
dc.identifier.doi10.1016/j.frl.2019.04.027en_US
dc.identifier.issn1544-6123
dc.identifier.urihttp://hdl.handle.net/11693/52972
dc.language.isoEnglishen_US
dc.publisherElsevieren_US
dc.relation.isversionofhttps://dx.doi.org/10.1016/j.frl.2019.04.027en_US
dc.source.titleFinance Research Lettersen_US
dc.subjectBitcoinen_US
dc.subjectCryptocurrenciesen_US
dc.subjectTechnical analysisen_US
dc.subjectHigh frequency tradingen_US
dc.subjectEfficient market hypothesisen_US
dc.titleThe effectiveness of technical trading rules in cryptocurrency marketsen_US
dc.typeArticleen_US

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