Anomalies, Time Signals, And Stock Prices In The KLSE

Financial pundits the world over pontificate that investors must strive for above average returns in their investments. Hence, the search for market anomalies and trading rules which may bring forth abnormal profit opportunities. This study integrates and incorporates the winner-loser anomaly and te...

Full description

Bibliographic Details
Main Author: Lai , Ming Ming
Format: Thesis
Published: 2002
Subjects:
Online Access:http://shdl.mmu.edu.my/35/
_version_ 1848789406493704192
author Lai , Ming Ming
author_facet Lai , Ming Ming
author_sort Lai , Ming Ming
building MMU Institutional Repository
collection Online Access
description Financial pundits the world over pontificate that investors must strive for above average returns in their investments. Hence, the search for market anomalies and trading rules which may bring forth abnormal profit opportunities. This study integrates and incorporates the winner-loser anomaly and technical trading rules in investment decisions in the Malaysian stock market through comprehensive examination of these issues over the full-sample and four sub-sample periods, during both bullish and bearish periods.
first_indexed 2025-11-14T17:56:13Z
format Thesis
id mmu-35
institution Multimedia University
institution_category Local University
last_indexed 2025-11-14T17:56:13Z
publishDate 2002
recordtype eprints
repository_type Digital Repository
spelling mmu-352009-12-04T11:37:25Z http://shdl.mmu.edu.my/35/ Anomalies, Time Signals, And Stock Prices In The KLSE Lai , Ming Ming LB2300 Higher Education Financial pundits the world over pontificate that investors must strive for above average returns in their investments. Hence, the search for market anomalies and trading rules which may bring forth abnormal profit opportunities. This study integrates and incorporates the winner-loser anomaly and technical trading rules in investment decisions in the Malaysian stock market through comprehensive examination of these issues over the full-sample and four sub-sample periods, during both bullish and bearish periods. 2002 Thesis NonPeerReviewed Lai , Ming Ming (2002) Anomalies, Time Signals, And Stock Prices In The KLSE. PhD thesis, Multimedia University. http://vlib.mmu.edu.my/diglib/login/dlusr/login.php
spellingShingle LB2300 Higher Education
Lai , Ming Ming
Anomalies, Time Signals, And Stock Prices In The KLSE
title Anomalies, Time Signals, And Stock Prices In The KLSE
title_full Anomalies, Time Signals, And Stock Prices In The KLSE
title_fullStr Anomalies, Time Signals, And Stock Prices In The KLSE
title_full_unstemmed Anomalies, Time Signals, And Stock Prices In The KLSE
title_short Anomalies, Time Signals, And Stock Prices In The KLSE
title_sort anomalies, time signals, and stock prices in the klse
topic LB2300 Higher Education
url http://shdl.mmu.edu.my/35/
http://shdl.mmu.edu.my/35/