Revisiting Weak-Form Efficiency of Major Sectors of Malaysia During the Covid-19 Period

• Main Authors: Munir, Qaiser, Kok, Sook Ching
• Format: Article
• Language: English
• Published: UUM Press 2024
• Subjects: HC Economic History and Conditions
• Online Access: https://repo.uum.edu.my/id/eprint/30394/1/JES%2006%2001%202024%2078-86.pdf; https://doi.org/10.32890/jes2024.6.1.5; https://repo.uum.edu.my/id/eprint/30394/; https://e-journal.uum.edu.my/index.php/jes/article/view/18220; https://doi.org/10.32890/jes2024.6.1.5

There are plenty of literature on the efficient market hypothesis (EMH) especially for a stock market, but relatively fewer studies for across sectors. We look into the weak-form informational efficiency for twelve sectors in the Malaysia’s stock exchange, i.e. Consumer Products & Services (KLCS...