Returns predictability of Malaysian bank stocks : Evidence and implications

The main objective of this study is to address the question of whether stock prices follow random walk all the time. Using the samples of four Malaysian bank stocks- Hong Leong Bank, Malayan Banking, Public Bank and Southern Bank, coupled with the Hinich and Patterson (1995) windowed-testing procedu...

Full description

Saved in:
Bibliographic Details
Main Authors: Lim, Kian Ping, Tan, Hui Boon, Law, Siong Hook
Format: Article
Language:English
Published: Universiti Utara Malaysia 2007
Subjects:
Online Access:http://repo.uum.edu.my/1095/1/Kian-Ping_Lim.pdf
http://repo.uum.edu.my/1095/
http://ijms.uum.edu.my
Tags: Add Tag
No Tags, Be the first to tag this record!