South-East Asian Stock Markets Follow A Non-Random Walk

Are the returns of the major South-East Asian stock markets forecastable? This study resorts to time series models that estimate the current value of a variable solely based on its historical records. Technical analysis that explore, for instance, patterns such as head-and-shoulders are viewed as so...

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Bibliographic Details
Main Authors: Venus, Khim-Sen Liew, Lim, Kian-Ping, Choong, Chee-Keong
Format: Working Paper
Language:English
Published: The Technical Analyst 2004
Subjects:
Online Access:http://ir.unimas.my/id/eprint/29607/1/south.pdf
http://ir.unimas.my/id/eprint/29607/
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