Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange
This study utilizes the windowed-test procedure of Hinich and Patterson (1995) to examine the data generating process of KLSE CI returns series. Unlike previous studies, the present one relates the evidence to the popular weak-form EMH and behavioural finance, with the hope of offering some plausib...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Munich University Library
2003
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18603/7/Weak-form%20Efficient%20Market%20Hypothesis%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18603/ http://econwpa.repec.org/eps/fin/papers/0312/0312012.pdf |
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