Efficiency of Malaysia stock index futures market
The efficiency of stock index futures market is an important research question, given the rapid growth in such markets and their roles in the risk transference, information processing and forward pricing. This study employs weak form efficiency and semi strong form efficiency to test the market e...
| Auteur principal: | |
|---|---|
| Format: | Thèse |
| Langue: | anglais |
| Publié: |
2005
|
| Sujets: | |
| Accès en ligne: | http://psasir.upm.edu.my/id/eprint/85022/1/FEP%202005%2016%20ir.pdf |