Weak - form efficient market hypothesis versus bahavioural finance: A different perspective drawn from the Malaysian stock market

This study utilies the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI return series.Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH) and behavioural finance, with the hope of...

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Bibliographic Details
Main Authors: Lim, Kian Ping, Liew, Venus Khim-Sen, Wong, Hock Tsen
Format: Article
Language:English
Published: Universiti Malaysia Sabah 2005
Subjects:
Online Access:http://repo.uum.edu.my/717/1/Kian_Ping_Lim.pdf
http://repo.uum.edu.my/717/
http://ijms.uum.edu.my
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