Analysing cycles in equity prices.
Ng, Lee Huang.
Tan, Meow Koon.
Toh, Kai Leng.
Date of Issue1999
College of Business (Nanyang Business School)
This paper looks at how the simple moving average method extracts cycles present in a share price series - the Kuala Lumpur Composite Index. In carrying out our test, Microsoft Excel was used in the processing of data. Our findings show that we can successfully project cycles in equity prices, especially in the short term.
Final Year Project (FYP)
Nanyang Technological University