Stock market index price prediction using predetermined variables: a case study of Malaysia

The EMH states that security prices fully reflect the available information (Fama, 1970, 1991). The weak-form EMH asserts that security prices already fully reflect the information contained in the history of past trading Stock market efficiency in the weak-form sense has been widely studied and the...

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Bibliographic Details
Main Authors: Qaiser Munir, Sook, ching Kok
Format: Book Chapter
Language:English
Published: 2016
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/20068/1/Stock%20market%20index%20price%20prediction%20using%20predetermined%20variables.pdf
https://eprints.ums.edu.my/id/eprint/20068/
https://doi.org/10.4324/9781315638195
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