Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
This study examines the trading performance of Hy5 System relative to the buy-and-hold policy on the Kuala Lumpur Stock Exchange. Using yearly data from a sample of all listed firms in Kuala Lumpur Stock Exchange Industrial Index in the period of 1987-1997, this research finds that Hy5 System cannot...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sekolah Pengurusan, Universiti Utara Malaysia
2002
|
| Subjects: | |
| Online Access: | http://repo.uum.edu.my/428/1/Liza_Marwati_Mohd_Yusoff.pdf http://repo.uum.edu.my/428/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | This study examines the trading performance of Hy5 System relative to the buy-and-hold policy on the Kuala Lumpur Stock Exchange. Using yearly data from a sample of all listed firms in Kuala Lumpur Stock Exchange Industrial Index in the period of 1987-1997, this research finds that Hy5 System cannot outperform the buy-and-hold policy after transaction costs are accounted for. |
|---|