Normality and homoscedasticity of stock market returns: the case of Malaysian and some major stock markets

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Normality and homoscedasticity of stock market returns: the case of Malaysian and some major stock markets

Many prior studies regarding the behavior of stock prices have shown that the stock prices are not normally distributed. Some offer stable Paretian to be the distribution, while some others offer the mixture of normals distribution. In this study of Malaysian and five major stock markets, it is show...

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Bibliographic Details
Main Author:	Othman Yong
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1990
Online Access:	http://journalarticle.ukm.my/7931/ http://journalarticle.ukm.my/7931/1/752-1435-1-SM.pdf

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