Randomness for asset prices constrained by price limit regimes: a Malaysian case study
Empirical works testing randomness of stock prices are abundant. Such findings, however, can be challenged if time-series datasets examined are subjected to price limits, which, ex vi termini, enforce bounded movements. This article examines the random walk hypothesis for Malaysian equity marke...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Portfolio Management Research
2019
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/80164/12/80164_Randomness%20for%20Asset%20Prices%20Constrained%20_article_new.pdf http://irep.iium.edu.my/80164/2/80164_Randomness%20for%20Asset%20Prices%20Constrained%20_wos.pdf http://irep.iium.edu.my/80164/ https://jpe.pm-research.com/content/22/4/111.full |
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