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Behaviour of stock returns in the KLSE: A test of the random walk hypothesis

A sample of 224 companies listed in the Kuala Lumpur Stock Exchange was taken for the period 1991-96. The serial correlations tests of varying lags and the runs tests were employed to test for the random walk theory. The bulk of the results tilts towards the rejection of non-randomness, lending weig...

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書誌詳細
主要な著者:	Sanda, Ahmadu Umaru, Shafie, Abdul Ghani, Gupta, G.S.
フォーマット:	論文
言語:	English
出版事項:	Universiti Utara Malaysia 1999
主題:	HF Commerce
オンライン･アクセス:	http://repo.uum.edu.my/515/1/Ahmadu_Umaru_Sanda.pdf http://repo.uum.edu.my/515/
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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