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