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The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan

Over the last two decades prior to the late 1970s, a rich body of literature developed substantiating the general validity of Efficient Market Hypothesis (EMH). However, finding from the recent work, particularly in the 1980s have not reached a consistent conclusion (although evidence supporting EMH...

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Main Author: Abu Hassan, Norliza
Format: Student Project
Language:English
Published: 2006
Subjects:
H Social Sciences (General)
HA Statistics
Theory and method of social science statistics
Data processing. Including SPSS
Research
Online Access:https://ir.uitm.edu.my/id/eprint/74145/1/74145.pdf
https://ir.uitm.edu.my/id/eprint/74145/
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spelling my.uitm.ir.741452023-03-01T07:23:16Z https://ir.uitm.edu.my/id/eprint/74145/ The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan Abu Hassan, Norliza H Social Sciences (General) HA Statistics Theory and method of social science statistics Data processing. Including SPSS Research Over the last two decades prior to the late 1970s, a rich body of literature developed substantiating the general validity of Efficient Market Hypothesis (EMH). However, finding from the recent work, particularly in the 1980s have not reached a consistent conclusion (although evidence supporting EMH, is continually documented.). Since the late 1970s, the persistent documentation of stock market anomalies and thus evidence of inefficiencies have posed a current challenge to EMH and has put EMH on notice. These anomalies include size effects, turn of the year effects, low P/E ratio effects, week-end effects and performance of low-beta portfolios. The semi-strong version of Efficient Market Hypothesis (EMH) posits that all publicly information is impounded, as soon as it becomes available, in share prices. This implies that since all publicly available information issued by the market in assessing expected future (returns) prices, an investor cannot use publicly available information as the basis for a trading strategy to earn abnormal returns. Public information includes current as well as past market information. 2006-11 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/74145/1/74145.pdf The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan. (2006) [Student Project] (Submitted)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic H Social Sciences (General)
HA Statistics
Theory and method of social science statistics
Data processing. Including SPSS
Research
spellingShingle H Social Sciences (General)
HA Statistics
Theory and method of social science statistics
Data processing. Including SPSS
Research
Abu Hassan, Norliza
The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan
description Over the last two decades prior to the late 1970s, a rich body of literature developed substantiating the general validity of Efficient Market Hypothesis (EMH). However, finding from the recent work, particularly in the 1980s have not reached a consistent conclusion (although evidence supporting EMH, is continually documented.). Since the late 1970s, the persistent documentation of stock market anomalies and thus evidence of inefficiencies have posed a current challenge to EMH and has put EMH on notice. These anomalies include size effects, turn of the year effects, low P/E ratio effects, week-end effects and performance of low-beta portfolios. The semi-strong version of Efficient Market Hypothesis (EMH) posits that all publicly information is impounded, as soon as it becomes available, in share prices. This implies that since all publicly available information issued by the market in assessing expected future (returns) prices, an investor cannot use publicly available information as the basis for a trading strategy to earn abnormal returns. Public information includes current as well as past market information.
format Student Project
author Abu Hassan, Norliza
author_facet Abu Hassan, Norliza
author_sort Abu Hassan, Norliza
title The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan
title_short The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan
title_full The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan
title_fullStr The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan
title_full_unstemmed The Ninth Malaysia Plan (9MP) announcement effect on Government Linked Corporation’s (GLC’s) stock price: a test of semi strong-form efficiency on Bursa Malaysia / Norliza Abu Hassan
title_sort ninth malaysia plan (9mp) announcement effect on government linked corporation’s (glc’s) stock price: a test of semi strong-form efficiency on bursa malaysia / norliza abu hassan
publishDate 2006
url https://ir.uitm.edu.my/id/eprint/74145/1/74145.pdf
https://ir.uitm.edu.my/id/eprint/74145/
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score 13.211869

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