Revisiting weak-form efficiency of major sectors of Malaysia during the covid-19 period

• Main Authors: Qaiser Munir, Kok, Sook Ching
• Format: Article
• Language: English; English
• Published: Penerbit UUM 2024
• Subjects: HC79 Special topics Including air pollution, automation, consumer demand, famines, flow of funds, etc.; RA643-645 Disease (Communicable and noninfectious) and public health
• Online Access: https://eprints.ums.edu.my/id/eprint/38792/1/ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/38792/2/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/38792/; https://doi.org/10.32890/jes2024.6.1.5

There are plenty of literature on the efficient market hypothesis (EMH) especially for a stock market, but relatively fewer studies for across sectors. We look into the weak-form informational efficiency for twelve sectors in the Malaysia’s stock exchange, i.e. Consumer Products & Services (KLCS...