Stock Returns Predictability and Market Timing Trading : Evidence from Malaysian Stock Market
This study aims to re-examine the predictability of Malaysian stock returns and investigates whether the predictability can be exploited to earn abnormal returns using market timing strategy with consideration of transaction costs. Using quarterly and monthly data covering the period from January 19...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
|
| Online Access: | https://eprints.nottingham.ac.uk/25491/ |