Stock Returns Predictability and Market Timing Trading : Evidence from Malaysian Stock Market

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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...

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Bibliographic Details
Main Author:	Nguyen, Thi Tuyet Nhung
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25491/

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