Stock market index price prediction using predetermined variables: a case study of Malaysia
The EMH states that security prices fully reflect the available information (Fama, 1970, 1991). The weak-form EMH asserts that security prices already fully reflect the information contained in the history of past trading Stock market efficiency in the weak-form sense has been widely studied and the...
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主要な著者: | , |
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フォーマット: | 図書の章 |
言語: | English |
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2016
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オンライン・アクセス: | https://eprints.ums.edu.my/id/eprint/20068/1/Stock%20market%20index%20price%20prediction%20using%20predetermined%20variables.pdf https://eprints.ums.edu.my/id/eprint/20068/ https://doi.org/10.4324/9781315638195 |
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