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

QR Code

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....

Full description

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/

Similar Items

The Random Walk Hypothesis for Asean Stock Markets
by: Pan, Qi Qi
Published: (2014)

Global financial crisis : testing random walk hypothesis of Malaysia stock market.
by: Soon, Seng Tay, et al.
Published: (2013)

Random walk hypothesis: an application in the emerging stock markets / Nurul Izzati Abdul Hamid
by: Abdul Hamid, Nurul Izzati
Published: (2018)

Random walk and the stock market of Malaysia
by: Othman Yong,
Published: (1985)

Applicability of Overreaction Hypothesis in the Bombay Stock Exchange
by: Gupta, Kartick
Published: (2005)

Stock market : random walk or mean reverting?
by: Sim, Gin Khai
Published: (2011)

Maintenance of Rainwater Harvesting (RWH) system in Malaysia / Hafsah Yahaya
by: Hafsah, Yahaya
Published: (2012)

An Empirical Study on Random Walk and Market Efficiency in London Stock Exchange under Normal Period and Crisis Period
by: Feng, Li
Published: (2013)

An Analysis of Capital Control and Long Memory Effects in Bursa Malaysia Stock Exchange
by: Feng, Weishan
Published: (2006)

The effect of exchange rate towards stock markets in Bursa Malaysia / Abidah Suparlan
by: Suparlan, Abidah
Published: (2011)

The unbeatable random walk in exchange rate forecasting: Reality or myth?
by: Moosa, I., et al.
Published: (2014)

Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
by: Vun, Methew Kien Chung
Published: (2007)

Comparative study on the effectiveness of rwh system in different types of building
by: Nur Aimi Fakhira, Mat Zain
Published: (2014)

Volume And Stock Returns In Bursa Malaysia
by: Yeen, Chue Wen
Published: (2009)

Online Monitoring Water Level in Rainwater Harvesting (RWH) Storage Tank
by: Rahmat, Siti Nazahiyah, et al.
Published: (2020)

Forecasting stock market volatility on Bursa Malaysia Plantation Index
by: Lee, Hui Shan, et al.
Published: (2016)

The effects of stock split announcements on the stock returns in Bursa Malaysia
by: Chin, Chun How, et al.
Published: (2019)

Audit committee reporting: current practices of companies listed on the Kuala Lumpur stock exchange (Bursa Malaysia)
by: Muhamad Sori, Zulkarnain, et al.
Published: (2007)

Performance Of Malaysia REIT Stocks Relative To Bursa Malaysia Stock Index
by: Hui, Tan Shiao
Published: (2009)

Performance of Malaysia REIT Stocks Relative to Bursa Malaysia Stock Index
by: Hui, Tan Shiao
Published: (2009)

The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
by: Md Nassir, Annuar
Published: (1991)

The Day-Of-The-Week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis
by: Khairon, Rosli
Published: (1999)

Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria
by: Moosa, I., et al.
Published: (2015)

The Monetary Model of Exchange Rates is Better than the Random Walk in Out-Of-Sample Forecasting
by: Moosa, I., et al.
Published: (2013)

Impact of Brexit on construction stocks listed on Bursa Malaysia
by: Senthil Kumar, T., et al.
Published: (2019)

Are cash flows relevant for stock pricing in Bursa Malaysia?
by: Cheng, Fan Fah, et al.
Published: (2008)

Effects of financial leverage on stock returns in Bursa Malaysia
by: Lau, Wei Theng
Published: (2016)

Some results associated with random walks
by: Deligiannidis, Georgios
Published: (2010)

Dynamical continuous time random walk
by: Liu, Jian, et al.
Published: (2015)

Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
by: Moosa, I., et al.
Published: (2014)

Performance of listed penny stocks in Bursa Malaysia / Noraishah Ismail
by: Ismail, Noraishah
Published: (2017)

Short run stock overreaction: evidence from Bursa Malaysia
by: Ali, Norli, et al.
Published: (2010)

Effect of financial ratios on the poultry's stock returns in Bursa Malaysia
by: Wong, Wei Kok
Published: (2018)

Aggregate stock liquidity of Bursa Malaysia / Liew Ping Xin
by: Liew , Ping Xin
Published: (2020)

The Rainwater Harvesting (RWH) as a flash flood mitigation measure in Ken Rimba Shah Alam, Selangor
by: Asmawi, M. Zainora, et al.
Published: (2020)

Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange
by: Lim, Kian-Ping, et al.
Published: (2003)

Can the Random Walk be beat on the Forex Market?
by: Richard de Vesvrotte, Hubert
Published: (2015)

Board characteristics and financial performance: evidence from Bursa Malaysia Financial Times Stock Exchange (FTSE) top 100 index firms
by: Nur Hafizah Abdul Puhat,, et al.
Published: (2024)

Does stock market liberalization cause higher volatility in the Bursa Malaysia?
by: Law, Siong Hook, et al.
Published: (2008)

The Effects Of Rights Issue Announcement On Stock Price Behaviour In Bursa Malaysia
by: Kan, Lye Leng
Published: (2007)