Behaviour of stock returns in the KLSE: A test of the random walk hypothesis
A sample of 224 companies listed in the Kuala Lumpur Stock Exchange was taken for the period 1991-96. The serial correlations tests of varying lags and the runs tests were employed to test for the random walk theory. The bulk of the results tilts towards the rejection of non-randomness, lending weig...
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| 主要な著者: | , , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Universiti Utara Malaysia
1999
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| 主題: | |
| オンライン･アクセス: | http://repo.uum.edu.my/515/1/Ahmadu_Umaru_Sanda.pdf http://repo.uum.edu.my/515/ |
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