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La Hipotesis Debil Del Mercado Eficiente: Analisis Intradiario Del Rsi En El Mercado Bursatil Espanol

Author

Listed:
  • Vicente Ruiz Herran
  • Arturo Rodriguez Castellanos
  • Miguel Angel Perez Martinez

Abstract

El objeto de este trabajo de investigación va a ser la eficiencia del mercado bursátil español, a través de la evaluación del oscilador RSI (Relative Strenght Index) con la finalidad de comprobar su eficacia en el mercado intradiario español, esto es, si mediante su utilización, sin recurrir a ningún otro tipo de información complementaria, se puede obtener un rendimiento mayor que llevando a cabo una estrategia pasiva consistente en la compra y mantenimiento del activo considerado hasta la finalización de cada sesión. La eficacia de este oscilador se va a evaluar considerando en su cálculo un amplio abanico de periodos. Para ello, la base de datos escogida está compuesta por las cotizaciones intradiarias del índice IBEX 35 con una periodicidad de un minuto para un horizonte temporal comprendido entre los años 1998 a 2004, ambos inclusive.

Suggested Citation

  • Vicente Ruiz Herran & Arturo Rodriguez Castellanos & Miguel Angel Perez Martinez, 2008. "La Hipotesis Debil Del Mercado Eficiente: Analisis Intradiario Del Rsi En El Mercado Bursatil Espanol," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 1(1), pages 1-12.
    • Handle: RePEc:ibf:riafin:v:1:y:2008:i:1:p:1-12
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