Testing a weak form market efficiency : a case of FTSE Bursa Malaysia KLCI / Nurul Farhanah Hazwani Mazalan
The weak-form of efficient market hypothesis (EMH) suggest that stock price fully reflect all relevant security information in the market such as historical sequence of prices, rates of return and trading volume data. Various studies have been made on testing weak-form market efficiency but the resu...
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| Format: | Student Project |
| Language: | English |
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2016
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| Online Access: | https://ir.uitm.edu.my/id/eprint/53127/1/53127.pdf https://ir.uitm.edu.my/id/eprint/53127/ |
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