Random Walk Hypothesis (Rwh) In The Bursa Malaysia Stock Exchange

The assumptions of the random walk hypothesis (RWH) are tested for Bursa Malaysia Stock Exchange (formerly known as Kuala Lumpur Stock Exchange) indices during the sample period of 1990 to 2005. The entire period is divided into two sub-periods, which are before and after the Asian financial crisis....

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Bibliographic Details
Main Author: Ng, Swee Khiang
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2005
Online Access:https://eprints.nottingham.ac.uk/28030/