Efficiency of Malaysia stock index futures market

The efficiency of stock index futures market is an important research question, given the rapid growth in such markets and their roles in the risk transference, information processing and forward pricing. This study employs weak form efficiency and semi strong form efficiency to test the market e...

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Bibliographic Details
Main Author: Ng, Chen Wai
Format: Thesis
Language:English
Published: 2005
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/85022/1/FEP%202005%2016%20ir.pdf
http://psasir.upm.edu.my/id/eprint/85022/
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