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...

书目详细资料
主要作者:	Aru Bol, Victoria Samuel
格式:	Thesis
语言:	英语英语
出版:	2001
主题:	Stock exchanges - Kuala Lumpur - Case studies
在线阅读:	http://psasir.upm.edu.my/id/eprint/8297/1/FEP_2001_10_IR.pdf

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