Market Efficiency in the Kuala Lumpur Stock Exchange: Further Evidence Using Garch Model
The recent Asian currency crisis has revived the debate about the efficacy of the weak-form efficient market hypothesis as an appropriate tool for testing the volatility of the stock markets. This is because the idea that securities markets are efficient is a fundamental factor that affects not o...
| मुख्य लेखक: | Aru Bol, Victoria Samuel |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | अंग्रेज़ी अंग्रेज़ी |
| प्रकाशित: |
2001
|
| विषय: | |
| ऑनलाइन पहुंच: | http://psasir.upm.edu.my/id/eprint/8297/1/FEP_2001_10_IR.pdf |
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समान संसाधन
-
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
द्वारा: Md Nassir, Annuar
प्रकाशित: (1991) -
Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
द्वारा: Choo, Wei Chong
प्रकाशित: (1998) -
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
द्वारा: Thuraisingham, Jeyanthi
प्रकाशित: (2001) -
The Evidence of Size Effect During Bull and Bear Markets
द्वारा: Mohd Yacob, Nathrah
प्रकाशित: (2006) -
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
द्वारा: Abdullah, Mahdhir
प्रकाशित: (2001)