The DOI matches its Crossref record; 26 of the 28 references it cites were found in a registry or an index.
Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies
Open accessAbstract
The aim of this research is to examine the result of the application of the indicators Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD), Momentum and Stochastic in different companies of the Spanish continuous market. By using these indicators, it is intended to give purchase and sale recommendations to small investors. The generation of great capital gains depends on the type of the stock exchange company and the indicator which is being used. In addition, this research solves the problems in case of ambiguity, in the indicators, for the traders.
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“As of today, the two rules are still widely used as trading indicators in the market [16,17].”
From Revisiting the Performance of MACD and RSI Oscillators (2014) · cites this paper as [17]
Citations
Cites
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Cited by
Sorted by citations
Revisiting the Performance of MACD and RSI Oscillators
Chong, T., Ng, W.-K., & Liew, V. (2014) · Journal of Risk and Financial Management · doi:10.3390/jrfm7010001 · Cited by 95
“As of today, the two rules are still widely used as trading indicators in the market [16,17].”
BackgroundDeep-learning-based stock market prediction incorporating ESG sentiment and technical indicators
Lee, H., Kim, J. H., & Jung, H. S. (2024) · Scientific Reports · doi:10.1038/s41598-024-61106-2 · Cited by 87
Testing the efficient market hypothesis in Latin American stock markets
Sánchez-Granero, M. Á., Ponguillo, K. A. B., Ramos-Requena, J. P., & Segovia, J. E. T. (2019) · Physica A Statistical Mechanics and its Applications · doi:10.1016/j.physa.2019.123082 · Cited by 56
Assessing the usefulness of online message board mining in automatic stock prediction systems
Gálvez, R. H., & Gravano, A. (2017) · Journal of Computational Science · doi:10.1016/j.jocs.2017.01.001 · Cited by 45
A novel hybrid model based on recurrent neural networks for stock market timing
Qiu, Y., Yang, H., Lu, S., & Chen, W. (2020) · Soft Computing · doi:10.1007/s00500-020-04862-3 · Cited by 41
Metadata
- Authors
- Rosillo, R., de la Fuente, D., & Brugos, J. A. L.
- Affiliations
- Universidad de Oviedo (ES)
- Corresponding author
- Rosillo, R.
- ORCID
- Rosillo, R.
- Venue
- Applied Economics
- Publisher
- Informa UK Limited
- Published
- 2013-04
- Volume
- 45
- Issue
- 12
- Pages
- 1541-1550
- ISSN
- 0003-6846 (ISSN-L)
- 1466-4283
- OpenAlex
- W1986782333
- Cited by
- 105
- References
- 28
- Citations by year
- 2026: 5 · 2025: 5 · 2024: 10 · 2023: 14 · 2022: 10 · 2021: 11 · 2020: 10 · 2019: 11 · 2018: 2 · 2017: 6 · 2016: 4 · 2015: 8 · 2014: 3 · 2013: 4
- FWCI
- 7.21
- Type
- journal article
- Language
- en
- Open access
- green
- hdl.handle.net
- Licence
- cc-by-nc-nd
- Locations
- Applied Economics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Consultation of the Doctoral Thesis Database (TESEO) (Ministerio de Educación, Cultura y Deporte) (submittedVersion, cc-by-nc-nd)
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Business, Management and Accounting › Accounting › Financial Analysis and Corporate Governance
- Keywords
- technical analysis, relative strength index, MACD, momentum indicators, stochastic oscillator, buy and sell recommendations, retail investors, Spanish stock market, stock price prediction
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