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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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書目詳細資料
Main Authors:	Sanda, Ahmadu Umaru, Shafie, Abdul Ghani, Gupta, G.S.
格式:	Article
語言:	English
出版:	Universiti Utara Malaysia 1999
主題:	HF Commerce
在線閱讀:	http://repo.uum.edu.my/515/1/Ahmadu_Umaru_Sanda.pdf http://repo.uum.edu.my/515/
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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