Download or read book The Efficiency of the Kuala Lumpur Stock Exchange written by Annuar Md Nasir and published by . This book was released on 1993 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Market Efficiency in the Kuala Lumpur Stock Exchange written by Victoria Samuel Aru Bol and published by . This book was released on 2001 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Test of Efficiency of the Kuala Lumpur Stock Exchange KLSE the Effect of Additions and Delections from the Kuala Lumpur Composite Index KLCI on Stock Prices written by Sylvia Lean Im Ong and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Market Efficiency in Malaysia written by Satish kumar and published by . This book was released on 2018 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: As long as financial markets are concerned, for many years' economists, statisticians and financial analyst have been interested in developing and testing models of stock price behaviour and their forecast. This study examines whether the Kuala Lumpur Stock Market, Malaysia is efficient if the Stock Returns follow a random walk. The study employs daily closing prices of Kuala Lumpur Stock Exchange - Bursa Malaysia Composite Index for a time period of 28 Apr 1998 to 30 Dec 2014. The existence of random walk for Bursa Malaysia Index has been examined through autocorrelation, Q-statistics and the run test and finds that the Kuala Lumpur Stock Market was not efficient in the weak form during the testing period. The results suggest that the stock prices in Malaysia do not reflect all the information in the past stock prices and abnormal returns can be achieved by investors through exploiting the market inefficiency.

Download or read book Behaviour of the Malaysian Stock Market written by Othman Yong and published by . This book was released on 1994 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A test or semi strong form efficiency of the Kuala Lumpur Stock Exchange written by Annuar Md. Nasir and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Study of the Weak Form Efficient Market Hypothesis of the Kuala Lumpur Stock Exchange written by Othman Yong and published by . This book was released on 1987 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Efficiency of the Kuala Lumpur Stock Exchange written by Ahmad Zubaidi Baharumshah and published by . This book was released on 1995 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange written by Annuar Md. Nassir and published by . This book was released on 1991 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Study of the Weak from Efficient Market Hypothesis of the Kuala Lumpur Stock Exchange written by Othman Yong and published by . This book was released on 1988 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Validity of the Weak Form Efficient Market Hypothesis of the Kuala Lumpur Stock Exchange written by Othman Yong and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Investment Analysis in the Malaysian Securities Market written by Mansor Md Isa and published by . This book was released on 2000 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Day of week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis written by Rosli Khairon and published by . This book was released on 1999 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Efficiency of China s Stock Market written by Shiguang Ma and published by Routledge. This book was released on 2017-11-30 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.

Download or read book Econometric Analysis of Weak Form of Market Efficiency written by Uttam B Sapate and published by Educreation Publishing. This book was released on with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric Analysis of Weak Form of Market Efficiency This book "Econometric Analysis of Weak Form of Market Efficiency" is an outcome of doctoral research work carried out on a large amount of stock market data using MATLAB software. It is a unique study wherein a battery of econometric tests has been applied to test the Indian stock market's weak form efficiency. This book consists of 6 chapters describing the concepts of market efficiency, econometric analysis and outcomes of the study. Each chapter deals with complex mathematical terminology in lucid and simple language for better understanding. This books aims at providing advance knowledge to the researches for application of econometric techniques to ascertain market efficiency. However, at the same time it is useful as a practical guide to the graduate / post graduate students of management, economics, and securities markets and engineering for carrying out desk research using MATLAB handling large amount of secondary data. The research outcomes are expected to be guiding force to investors, academicians, researchers in many ways wherein this work can further be extended.

Download or read book Malaysian Securities Market written by Kim Lian Kok and published by . This book was released on 1995 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Efficiency and Volatility Dynamics of Bangladesh s Stock Market written by Md Abu Hasan and published by Cambridge Scholars Publishing. This book was released on 2024-02-06 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contributes to empirical finance by comprehensively analysing an emerging stock market, employing modern econometric techniques. The most central and fascinating area of financial economics is probably the efficiency and volatility of the stock market – however, studies of emerging economies are relatively limited in this area. The rising importance of stock market globalisation has increased interest in emerging markets. This book leads the way for an emerging market perspective, as it explores the issue of efficiency and volatility of the stock market in Bangladesh by employing both univariate and multivariate models, using daily data of past share prices and monthly data of macroeconomic variables and the stock index, respectively. This book offers an understanding of the crucial issues facing developing economies, particularly emerging stock markets with similar characteristics to those of Bangladesh. This book undoubtedly provides valuable information for investors in the stock market, graduate, post-graduate, and PhD students in quantitative financial economics, academics in economics and finance, and policymakers in developing economies.