Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange
Dengan menggunakan data harian daripada firma-firma yang tersenarai di Papan Utama pasaran saham Malaysia untuk tempoh Januari 1988 Using daily data of firms listed on the Main Board of the Malaysian stock market for the period January 1988
Saved in:
Main Author: | Husni, Tafdil |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2005
|
Subjects: | |
Online Access: | http://eprints.usm.my/29168/1/Price_randomness%2C_contrarian_and_momentum_strategies.pdf http://eprints.usm.my/29168/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange [HG5750.6.A3 T124 2005 f rb] [Microfiche 8676].
by: Husni, Tafdil
Published: (2005) -
Profitability Of Price, Earnings And Revenue
Momentum Strategies: The Indian Evidence
by: Sehgal, Sanjay, et al.
Published: (2015) -
Tunnelling: Evidence From Indonesia Stock
Exchange
by: Nurazi, Ridwan, et al.
Published: (2015) -
Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
by: Hooy , Chee Wooi
Published: (2014) -
Debt Maturity And Stock Returns:
An Inter-Sectoral Comparison Of
Malaysian Firms
by: Wei, Theng Lau, et al.
Published: (2016)