Stock market index price prediction using predetermined variables: a case study of Malaysia
The EMH states that security prices fully reflect the available information (Fama, 1970, 1991). The weak-form EMH asserts that security prices already fully reflect the information contained in the history of past trading Stock market efficiency in the weak-form sense has been widely studied and the...
| Main Authors: | , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
2016
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| Subjects: | |
| Online Access: | http://eprints.ums.edu.my/20068/ http://eprints.ums.edu.my/20068/ http://eprints.ums.edu.my/20068/1/Stock%20market%20index%20price%20prediction%20using%20predetermined%20variables.pdf |