Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore.
It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test....
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| Format: | Conference or Workshop Item |
| Language: | en |
| Published: |
2004
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| Online Access: | http://eprints.usm.my/7453/1/Nonlinearity_in_Market_Efficiency_Comparison_study_of_Malaysia_London_and_Singapore.pdf http://eprints.usm.my/7453/ |
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| _version_ | 1832687297076658176 |
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| author | Azizan, Noor Azlinna Brookfield, D. |
| author_facet | Azizan, Noor Azlinna Brookfield, D. |
| author_sort | Azizan, Noor Azlinna |
| building | Hamzah Sendut Library |
| collection | Institutional Repository |
| content_provider | Universiti Sains Malaysia |
| content_source | USM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test.
|
| format | Conference or Workshop Item |
| id | my.usm.eprints.7453 |
| institution | Universiti Sains Malaysia |
| language | en |
| publishDate | 2004 |
| record_format | eprints |
| spelling | my.usm.eprints.7453 http://eprints.usm.my/7453/ Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. Azizan, Noor Azlinna Brookfield, D. HD28-70 Management. Industrial Management It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test. 2004-08 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.usm.my/7453/1/Nonlinearity_in_Market_Efficiency_Comparison_study_of_Malaysia_London_and_Singapore.pdf Azizan, Noor Azlinna and Brookfield, D. (2004) Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. In: 12th Annual Conference On Pacific Basin Finance Economics Accounting And Business, 10-11 August 2004, Bangkok, Thailand . |
| spellingShingle | HD28-70 Management. Industrial Management Azizan, Noor Azlinna Brookfield, D. Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_full | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_fullStr | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_full_unstemmed | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_short | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_sort | nonlinearity in market efficiency: comparison study of malaysia, london and singapore. |
| topic | HD28-70 Management. Industrial Management |
| url | http://eprints.usm.my/7453/1/Nonlinearity_in_Market_Efficiency_Comparison_study_of_Malaysia_London_and_Singapore.pdf http://eprints.usm.my/7453/ |
| url_provider | http://eprints.usm.my/ |