Efficient market hypothesis : evidence from asean-5 countries
This study applies a number of univariate unit root tests (conventional unit root tests and Lagrange Multiplier (LM) unit root test with two breaks) for time series data to determine the efficient market hypothesis (EMH) in five ASEAN countries which consists of Indonesia, Malaysia, Philippines,...
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| Main Author: | |
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| Format: | Final Year Project Report |
| Language: | English English |
| Published: |
Universiti Malaysia Sarawak, (UNIMAS)
2011
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| Online Access: | http://ir.unimas.my/id/eprint/6412/1/Yeong%20Der%2824%20pgs%29.pdf http://ir.unimas.my/id/eprint/6412/2/Yeong%20Der%28fulltext%29.pdf http://ir.unimas.my/id/eprint/6412/ |
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