Weak - form efficient market hypothesis versus bahavioural finance: A different perspective drawn from the Malaysian stock market
This study utilies the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI return series.Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH) and behavioural finance, with the hope of...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
Universiti Malaysia Sabah
2005
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/717/1/Kian_Ping_Lim.pdf https://repo.uum.edu.my/id/eprint/717/ http://ijms.uum.edu.my |
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