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...

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Main Authors: Mohd Yusof, Liza Marwati, Yong, Othman
Format: Article
Language:English
Published: Sekolah Pengurusan, Universiti Utara Malaysia 2002
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Online Access:http://repo.uum.edu.my/428/1/Liza_Marwati_Mohd_Yusoff.pdf
http://repo.uum.edu.my/428/
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spelling my.uum.repo.4282010-09-21T08:34:47Z http://repo.uum.edu.my/428/ Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur Mohd Yusof, Liza Marwati Yong, Othman HG Finance 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. Sekolah Pengurusan, Universiti Utara Malaysia 2002 Article PeerReviewed application/pdf en http://repo.uum.edu.my/428/1/Liza_Marwati_Mohd_Yusoff.pdf Mohd Yusof, Liza Marwati and Yong, Othman (2002) Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur. Utara Management Review, 3 (1). pp. 87-96. ISSN 1511-7170
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic HG Finance
spellingShingle HG Finance
Mohd Yusof, Liza Marwati
Yong, Othman
Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
description 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.
format Article
author Mohd Yusof, Liza Marwati
Yong, Othman
author_facet Mohd Yusof, Liza Marwati
Yong, Othman
author_sort Mohd Yusof, Liza Marwati
title Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
title_short Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
title_full Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
title_fullStr Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
title_full_unstemmed Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur
title_sort prestasi saham dengan menggunakan sistem hy5: satu ujian kecekapan pasaran bentuk lemah di bursa saham kuala lumpur
publisher Sekolah Pengurusan, Universiti Utara Malaysia
publishDate 2002
url http://repo.uum.edu.my/428/1/Liza_Marwati_Mohd_Yusoff.pdf
http://repo.uum.edu.my/428/
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score 13.160551