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Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?

Author

Listed:
  • JunHyeong Jin
  • JiHoon Jung
  • Kyojik Song

Abstract

Keywords: Market efficiency, Cryptocurrency, Technical analysis, Bitcoin, Trading indicator, G01, G21, G30, G32

Suggested Citation

  • JunHyeong Jin & JiHoon Jung & Kyojik Song, 2023. "Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, vol. 32(1), pages 23-35, November.
    • Handle: RePEc:eme:jdqspp:jdqs-08-2023-0021
    DOI: 10.1108/JDQS-08-2023-0021
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