An examination of the random walk model and technical trading rules in the Malaysian stock market / Lai Ming Ming; Balachandher, K. Guru and Fauzias Mat Nor

This paper examines the predictability of technical trading rules on the daily returns of the Kuala Lumpur Stock Exchange Composite Index for the full sample period from January 1977 to December 1999 which includes both bullish and bearish periods. The methodology employed includes both the variance...

Full description

Saved in:
Bibliographic Details
Main Authors: Lai, Ming Ming, Balachandher, K. Guru
Format: Article
Language:English
Published: Accounting Research Institute (ARI) & Faculty of Accountancy 2007
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/185/2/185.pdf
https://ir.uitm.edu.my/id/eprint/185/
https://mar.uitm.edu.my/
Tags: Add Tag
No Tags, Be the first to tag this record!