Test of Weak Form Efficiency: An Empirical Study of the Malaysian Foreign Exchange Market

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Test of Weak Form Efficiency: An Empirical Study of the Malaysian Foreign Exchange Market

This paper empirically tests the Efficient Market Hypothesis (EMH) in the weak sense for the Malaysian foreign exchange market. The hypothesis is tested using two ways. First is by testing the random walk hypothesis based on individual unit root test and second is by testing the profitability of sim...

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Bibliographic Details
Main Author:	Lim, Pei Mun
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25034/

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