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...
| المؤلف الرئيسي: | Aru Bol, Victoria Samuel |
|---|---|
| التنسيق: | أطروحة |
| اللغة: | الإنجليزية الإنجليزية |
| منشور في: |
2001
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | http://psasir.upm.edu.my/id/eprint/8297/1/FEP_2001_10_IR.pdf |
مواد مشابهة
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
حسب: Md Nassir, Annuar
منشور في: (1991)
حسب: Md Nassir, Annuar
منشور في: (1991)
Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
حسب: Choo, Wei Chong
منشور في: (1998)
حسب: Choo, Wei Chong
منشور في: (1998)
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
حسب: Thuraisingham, Jeyanthi
منشور في: (2001)
حسب: Thuraisingham, Jeyanthi
منشور في: (2001)
The Evidence of Size Effect During Bull and Bear Markets
حسب: Mohd Yacob, Nathrah
منشور في: (2006)
حسب: Mohd Yacob, Nathrah
منشور في: (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
حسب: Abdullah, Mahdhir
منشور في: (2001)
حسب: Abdullah, Mahdhir
منشور في: (2001)
The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run
Performance of IPOs
حسب: Tapa, Afiruddin
منشور في: (2003)
حسب: Tapa, Afiruddin
منشور في: (2003)
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
حسب: Selamat, Zarehan
منشور في: (2001)
حسب: Selamat, Zarehan
منشور في: (2001)
Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
حسب: Pek, Thian Kor
منشور في: (2001)
حسب: Pek, Thian Kor
منشور في: (2001)
Efficiency and effectiveness of hotels in Kuala Lumpur and factors affecting their performance
حسب: Rahmati, Elham
منشور في: (2015)
حسب: Rahmati, Elham
منشور في: (2015)
Perhiburan Subbudaya Punk Dalam Kalangan Remaja Melayu Kuala Lumpur
حسب: Abdullah, Asharil Suhardi
منشور في: (2005)
حسب: Abdullah, Asharil Suhardi
منشور في: (2005)
An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
حسب: Haniff, Mohd Nizal
منشور في: (2000)
حسب: Haniff, Mohd Nizal
منشور في: (2000)
Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
حسب: Erfanian, Azadeh
منشور في: (2015)
حسب: Erfanian, Azadeh
منشور في: (2015)
The Propensity to Leave The Organization Among the Staff of Hotel Industry in Kuala Lumpur
حسب: Lim, Lai Choon
منشور في: (2002)
حسب: Lim, Lai Choon
منشور في: (2002)
A study of colour scheme of heritage shop houses, case study : Jalan Tunku Abdul Rahman, Kuala Lumpur / Nur Fisya Fishol Hamdi
حسب: Fishol Hamdi, Nur Fisya
منشور في: (2011)
حسب: Fishol Hamdi, Nur Fisya
منشور في: (2011)
Foreign ownership and the informational efficiency of Malaysian stocks
حسب: Chang, Kwok Boon
منشور في: (2012)
حسب: Chang, Kwok Boon
منشور في: (2012)
Climate risk mapping of dengue and malaria cases in Kuala Lumpur and Selangor, Malaysia
حسب: Hassan, Hafiz
منشور في: (2013)
حسب: Hassan, Hafiz
منشور في: (2013)
Tree health assessment and maintenance practices in Taman Tasik Titiwangsa, Kuala Lumpur
حسب: Badrulhisham, Norainiratna
منشور في: (2013)
حسب: Badrulhisham, Norainiratna
منشور في: (2013)
Characteristics and Coping Patterns of Young Adult Prostitute Mothers in Kuala Lumpur, and Factors Contributing to their Involvement
حسب: Jacob, Rose
منشور في: (2008)
حسب: Jacob, Rose
منشور في: (2008)
Stock market and economic growth of Malaysia, Thailand and Indonesia
حسب: Hii Hie Ping
منشور في: (2016)
حسب: Hii Hie Ping
منشور في: (2016)
Detection of Rational Speculative Bubbles in the Malaysian Stock Market
حسب: Mokhtar, Suraya Hanim
منشور في: (2006)
حسب: Mokhtar, Suraya Hanim
منشور في: (2006)
A multidimensional study of weak-form efficiency for finance stocks in Malaysia
حسب: Kok, Sook Ching
منشور في: (2017)
حسب: Kok, Sook Ching
منشور في: (2017)
The Quality of Parent-Child Relationships among Delinquent Female Adolescents in Kuala Lumpur
حسب: Jaafar, Juliana Rosmidah
منشور في: (2005)
حسب: Jaafar, Juliana Rosmidah
منشور في: (2005)
Influence Of Media Viewing Habits On Attitude Towards Aggression Among Schoolboys At International Schools In Kuala Lumpur.
حسب: Azarian, Zoheir Sabaghpour
منشور في: (2009)
حسب: Azarian, Zoheir Sabaghpour
منشور في: (2009)
Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
حسب: Sarmidi, Tamat
منشور في: (1998)
حسب: Sarmidi, Tamat
منشور في: (1998)
Co-movement and performance of conventional and Islamic stock markets in selected countries
حسب: Sahabuddin, Mohammad
منشور في: (2020)
حسب: Sahabuddin, Mohammad
منشور في: (2020)
Perceptions of intelligent building in Malaysia : case study of Kuala Lumpur / Omar Jamaludin
حسب: Jamaludin, Omar
منشور في: (2011)
حسب: Jamaludin, Omar
منشور في: (2011)
Kesan intervensi imbangan dan kawalan postur terhadap perkembangan motor kasar kanak-kanak sindrom down di Wilayah Persekutuan Kuala Lumpur
حسب: Teng, Siew Lian
منشور في: (2012)
حسب: Teng, Siew Lian
منشور في: (2012)
Public evaluation of streetscape in Kuala Lumpur City Center, Malaysia
حسب: Soltani, Soha
منشور في: (2017)
حسب: Soltani, Soha
منشور في: (2017)
Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
حسب: Abdul Hamit, Ahmad Fauze
منشور في: (2018)
حسب: Abdul Hamit, Ahmad Fauze
منشور في: (2018)
Epidemiology of Canine Leptospirosis in Kuala Lumpur and Selangor
حسب: Phumoonna, Tongted
منشور في: (2001)
حسب: Phumoonna, Tongted
منشور في: (2001)
Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries
حسب: Saeedi, Mitra
منشور في: (2014)
حسب: Saeedi, Mitra
منشور في: (2014)
Foreign ownership and the liquidity of Malaysian stocks
حسب: Thian, Tze Chung
منشور في: (2012)
حسب: Thian, Tze Chung
منشور في: (2012)
Factors Associated With Occupational Commitment of Secondary School Teachers in Kuala Lumpur
حسب: Khamis Ali, Ali
منشور في: (2002)
حسب: Khamis Ali, Ali
منشور في: (2002)
City competitive space and office development : Kuala Lumpur / Hazwani Harun
حسب: Harun, Hazwani
منشور في: (2011)
حسب: Harun, Hazwani
منشور في: (2011)
Acceptence of Information and Communication Technology Among Members of Youth Organisations in Kuala Lumpur
حسب: Alias, Jalili
منشور في: (2006)
حسب: Alias, Jalili
منشور في: (2006)
Effects of financial leverage on stock returns in Bursa Malaysia
حسب: Lau, Wei Theng
منشور في: (2016)
حسب: Lau, Wei Theng
منشور في: (2016)
The Experience of Caring For Elderly Parents among Low-Income Malay Adult Children in Kuala Lumpur
حسب: Alavi, Khadijah
منشور في: (2008)
حسب: Alavi, Khadijah
منشور في: (2008)
Knowledge and practice on tuberculosis infection control among healthcare workers in Lembah Pantai district, Kuala Lumpur
حسب: Ramlan, Waramlah
منشور في: (2017)
حسب: Ramlan, Waramlah
منشور في: (2017)
Pengurusan dan pembangunan institusi wakaf menggunakan sistem maklumat geografi (GIS) di Kuala Lumpur
حسب: Ab. Malik, Nurul Azra
منشور في: (2013)
حسب: Ab. Malik, Nurul Azra
منشور في: (2013)
Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
حسب: Saizal Pinjaman
منشور في: (2017)
حسب: Saizal Pinjaman
منشور في: (2017)
مواد مشابهة
-
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
حسب: Md Nassir, Annuar
منشور في: (1991) -
Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
حسب: Choo, Wei Chong
منشور في: (1998) -
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
حسب: Thuraisingham, Jeyanthi
منشور في: (2001) -
The Evidence of Size Effect During Bull and Bear Markets
حسب: Mohd Yacob, Nathrah
منشور في: (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
حسب: Abdullah, Mahdhir
منشور في: (2001)